+236.6%
FITB vs CF
+546.3%
-309.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.1% | -0.9% | -0.2% | -1.0% |
| 30D | +7.3% | +6.9% | +0.4% | +4.4% |
| 3M | -4.0% | +4.8% | -8.8% | -6.5% |
| 6M | +11.9% | +4.7% | +7.2% | +7.9% |
| YTD | +19.0% | +56.5% | -37.5% | -5.9% |
| 1Y | +31.0% | +48.4% | -17.4% | +5.8% |
| 3Y | +143.8% | +59.1% | +84.6% | +81.6% |
| 5Y | +48.9% | +109.5% | -60.7% | -13.1% |
| 10Y | +236.6% | +487.0% | -250.3% | +18.9% |
| All | +236.6% | +546.3% | -309.7% | +18.9% |
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