+141.6%
FITB vs CAG
-36.3%
+177.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.9% |
| 7D | +2.8% | -3.3% | +6.1% | +3.2% |
| 30D | +9.8% | +7.7% | +2.1% | +8.5% |
| 3M | -5.2% | -3.2% | -2.0% | -5.0% |
| 6M | +17.3% | +7.0% | +10.4% | +15.3% |
| YTD | +19.3% | -9.0% | +28.3% | +19.8% |
| 1Y | +32.7% | -9.6% | +42.3% | +33.3% |
| 3Y | +141.6% | -36.0% | +177.6% | +147.8% |
| All | +141.6% | -36.3% | +177.9% | +147.8% |
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