+2,896.1%
FITB vs CAG
+604.9%
+2,291.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.6% | -3.8% | +4.4% | +1.9% |
| 30D | -4.7% | +3.1% | -7.9% | -6.0% |
| 3M | +6.7% | +23.5% | -16.8% | -1.6% |
| 6M | +12.6% | -14.8% | +27.4% | +18.0% |
| YTD | +19.1% | -5.4% | +24.6% | +19.6% |
| 1Y | +22.6% | -11.8% | +34.4% | +25.9% |
| 3Y | +127.1% | -36.7% | +163.8% | +158.0% |
| 5Y | +71.8% | -40.3% | +112.1% | +97.9% |
| 10Y | +287.2% | -37.0% | +324.2% | +304.6% |
| All | +2,896.1% | +604.9% | +2,291.2% | +1,367.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling