+30.8%
FITB vs CFG
+28.5%
+2.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.4% |
| 7D | -0.6% | -0.8% | +0.2% | +0.1% |
| 30D | +7.0% | +3.1% | +3.9% | +4.2% |
| 3M | -4.8% | -9.7% | +4.9% | +4.0% |
| 6M | +13.5% | +6.7% | +6.8% | +6.7% |
| YTD | +19.1% | +15.2% | +3.9% | +4.8% |
| 1Y | +30.8% | +28.8% | +2.0% | +3.7% |
| All | +30.8% | +28.5% | +2.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling