+140.7%
FITB vs CF
+62.9%
+77.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.3% |
| 7D | +0.5% | +4.8% | -4.3% | +0.5% |
| 30D | +7.0% | +9.7% | -2.7% | +6.9% |
| 3M | -4.4% | +1.2% | -5.6% | -4.3% |
| 6M | +11.6% | +7.4% | +4.2% | +11.4% |
| YTD | +18.6% | +60.5% | -41.9% | +11.3% |
| 1Y | +29.8% | +50.7% | -20.9% | +22.8% |
| 3Y | +140.7% | +64.8% | +75.9% | +112.4% |
| All | +140.7% | +62.9% | +77.8% | +112.4% |
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