+137.4%
FITB vs CF
+5,315.1%
-5,177.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -1.5% | -3.2% | +1.6% | -0.7% |
| 30D | +5.8% | +4.3% | +1.5% | +3.8% |
| 3M | -6.1% | +2.8% | -8.9% | -7.9% |
| 6M | +5.9% | +0.6% | +5.3% | +3.6% |
| YTD | +16.1% | +56.6% | -40.5% | -6.3% |
| 1Y | +28.8% | +49.6% | -20.8% | +5.6% |
| 3Y | +126.0% | +61.5% | +64.5% | +72.9% |
| 5Y | +45.3% | +124.0% | -78.7% | -8.4% |
| 10Y | +255.4% | +573.2% | -317.8% | +42.1% |
| All | +137.4% | +5,315.1% | -5,177.7% | -51.2% |
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