+22.6%
FITB vs CAPR
+48.7%
-26.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | -4.7% | +139.2% | -143.9% | -5.5% |
| 3M | +6.7% | -66.4% | +73.0% | +7.0% |
| 6M | +12.6% | -63.1% | +75.7% | +12.8% |
| YTD | +19.1% | -67.4% | +86.5% | +19.4% |
| 1Y | +22.6% | +58.2% | -35.6% | +19.9% |
| All | +22.6% | +48.7% | -26.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling