+24.1%
FITB vs CAPR
+42.0%
-17.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +3.0% | -0.6% |
| 7D | +2.8% | -9.5% | +12.3% | +2.9% |
| 30D | -4.5% | +121.5% | -126.0% | -5.2% |
| 3M | +5.7% | -65.4% | +71.0% | +6.0% |
| 6M | +17.1% | -67.5% | +84.6% | +17.5% |
| YTD | +18.3% | -68.6% | +86.9% | +18.7% |
| All | +24.1% | +42.0% | -17.9% | +22.4% |
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