+288.7%
FITB vs CF
+575.3%
-286.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.9% |
| 7D | +0.6% | +6.0% | -5.4% | -1.6% |
| 30D | -4.7% | +14.8% | -19.6% | -9.6% |
| 3M | +6.7% | +14.1% | -7.4% | +0.9% |
| 6M | +12.6% | +28.5% | -16.0% | -1.8% |
| YTD | +19.1% | +74.9% | -55.8% | -8.6% |
| 1Y | +22.6% | +61.7% | -39.1% | -3.3% |
| 3Y | +127.1% | +80.3% | +46.8% | +63.0% |
| 5Y | +71.8% | +226.0% | -154.2% | -17.9% |
| All | +288.7% | +575.3% | -286.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling