+131.1%
FITB vs CAG
-36.6%
+167.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | +2.8% | -5.3% | +8.1% | +3.7% |
| 30D | -4.5% | +1.0% | -5.5% | -4.8% |
| 3M | +5.7% | +17.4% | -11.7% | +2.4% |
| 6M | +17.1% | -16.8% | +33.9% | +20.3% |
| YTD | +18.3% | -6.8% | +25.1% | +18.7% |
| 1Y | +23.9% | -15.4% | +39.3% | +26.5% |
| 3Y | +131.1% | -37.1% | +168.2% | +141.4% |
| All | +131.1% | -36.6% | +167.7% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling