+127.8%
FITB vs CF
+56.6%
+71.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -2.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.8% |
| 30D | +4.8% | +2.2% | +2.6% | +4.8% |
| 3M | -6.4% | +2.1% | -8.6% | -6.4% |
| 6M | +7.9% | -6.5% | +14.4% | +8.1% |
| YTD | +17.0% | +55.6% | -38.6% | +10.0% |
| 1Y | +29.9% | +42.3% | -12.4% | +23.4% |
| All | +127.8% | +56.6% | +71.1% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling