+236.6%
FITB vs CFG
+248.3%
-11.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.5% | 0.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.4% |
| 30D | +7.3% | +3.2% | +4.1% | +4.4% |
| 3M | -4.0% | -9.7% | +5.7% | +4.7% |
| 6M | +11.9% | +3.6% | +8.3% | +8.4% |
| YTD | +19.0% | +14.7% | +4.3% | +5.5% |
| 1Y | +31.0% | +29.6% | +1.5% | +4.5% |
| 3Y | +143.8% | +190.6% | -46.8% | -6.8% |
| 5Y | +48.9% | +67.1% | -18.2% | -8.8% |
| 10Y | +236.6% | +237.0% | -0.4% | +4.7% |
| All | +236.6% | +248.3% | -11.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling