+136.1%
FITB vs CAPR
-99.1%
+235.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.8% |
| 7D | -1.5% | +41.1% | -42.6% | -2.1% |
| 30D | +5.8% | +11.1% | -5.3% | +5.6% |
| 3M | -6.1% | +115.3% | -121.4% | -7.5% |
| 6M | +5.9% | -73.8% | +79.8% | +6.8% |
| YTD | +16.1% | -68.8% | +84.9% | +16.6% |
| 1Y | +28.8% | +43.3% | -14.5% | +22.3% |
| 3Y | +126.0% | +214.7% | -88.7% | +107.8% |
| 5Y | +45.3% | +141.3% | -96.0% | +32.9% |
| 10Y | +255.4% | -67.0% | +322.4% | +211.8% |
| All | +136.1% | -99.1% | +235.2% | +103.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling