+206.5%
FITB vs CF
+479.1%
-272.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | +4.8% | -2.0% | +1.1% |
| 30D | +9.8% | +4.7% | +5.1% | +7.7% |
| 3M | -5.2% | +7.4% | -12.6% | -8.3% |
| 6M | +17.3% | +0.6% | +16.7% | +15.1% |
| YTD | +19.3% | +64.1% | -44.8% | -7.1% |
| 1Y | +32.7% | +51.4% | -18.7% | +6.6% |
| 3Y | +141.6% | +67.8% | +73.8% | +76.7% |
| 5Y | +48.9% | +114.1% | -65.3% | -13.2% |
| All | +206.5% | +479.1% | -272.6% | +10.1% |
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