+143.6%
FITB vs CF
+5,948.3%
-5,804.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.9% |
| 7D | +0.6% | +6.0% | -5.4% | -1.5% |
| 30D | -4.7% | +14.8% | -19.6% | -9.6% |
| 3M | +6.7% | +14.1% | -7.4% | +1.0% |
| 6M | +12.6% | +28.5% | -16.0% | -1.2% |
| YTD | +19.1% | +74.9% | -55.8% | -7.0% |
| 1Y | +22.6% | +61.7% | -39.1% | -1.8% |
| 3Y | +127.1% | +80.3% | +46.8% | +68.0% |
| 5Y | +71.8% | +226.0% | -154.2% | -5.6% |
| 10Y | +287.2% | +569.9% | -282.7% | +55.1% |
| All | +143.6% | +5,948.3% | -5,804.7% | -51.6% |
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