+139.3%
FITB vs CF
+5,277.9%
-5,138.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -4.5% |
| 7D | -1.8% | +0.4% | -2.2% | -2.2% |
| 30D | +4.8% | +2.2% | +2.6% | +3.6% |
| 3M | -6.4% | +2.1% | -8.6% | -8.0% |
| 6M | +7.9% | -6.5% | +14.4% | +8.2% |
| YTD | +17.0% | +55.6% | -38.6% | -5.4% |
| 1Y | +29.9% | +42.3% | -12.4% | +8.4% |
| 3Y | +124.8% | +55.7% | +69.1% | +74.3% |
| 5Y | +46.4% | +122.4% | -76.0% | -7.4% |
| 10Y | +258.1% | +568.5% | -310.4% | +43.5% |
| All | +139.3% | +5,277.9% | -5,138.7% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling