+47.5%
FITB vs CAG
-41.0%
+88.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +2.8% | -3.3% | +6.1% | +3.6% |
| 30D | +9.8% | +7.7% | +2.1% | +7.7% |
| 3M | -5.2% | -3.2% | -2.0% | -4.8% |
| 6M | +17.3% | +7.0% | +10.4% | +14.3% |
| YTD | +19.3% | -9.0% | +28.3% | +20.5% |
| 1Y | +32.7% | -9.6% | +42.3% | +34.3% |
| 3Y | +141.6% | -36.0% | +177.6% | +164.0% |
| All | +47.5% | -41.0% | +88.5% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling