+47.5%
FITB vs CAPR
+172.3%
-124.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.9% | +8.0% | +1.2% |
| 7D | +2.8% | +5.9% | -3.1% | +2.6% |
| 30D | +9.8% | +44.6% | -34.8% | +9.1% |
| 3M | -5.2% | +126.4% | -131.5% | -6.6% |
| 6M | +17.3% | -68.6% | +85.9% | +17.9% |
| YTD | +19.3% | -67.0% | +86.3% | +19.6% |
| 1Y | +32.7% | +65.2% | -32.5% | +25.5% |
| 3Y | +141.6% | +235.6% | -94.0% | +105.7% |
| All | +47.5% | +172.3% | -124.8% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling