+285.6%
FITB vs CFG
+308.1%
-22.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | +0.1% |
| 30D | -5.1% | -4.5% | -0.6% | -1.3% |
| 3M | +3.5% | +6.3% | -2.8% | -1.9% |
| 6M | +17.2% | +20.6% | -3.4% | -0.3% |
| YTD | +17.6% | +21.2% | -3.6% | -0.5% |
| 1Y | +23.4% | +38.2% | -14.8% | -7.0% |
| 3Y | +129.7% | +185.9% | -56.2% | -11.0% |
| 5Y | +68.4% | +97.0% | -28.6% | -10.6% |
| 10Y | +285.6% | +306.8% | -21.2% | +5.4% |
| All | +285.6% | +308.1% | -22.5% | +5.4% |
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