+289.0%
FITB vs CFG
+347.0%
-58.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | 0.0% |
| 7D | -1.5% | -0.9% | -0.6% | -0.8% |
| 30D | +5.8% | +1.1% | +4.8% | +4.9% |
| 3M | -6.1% | -12.0% | +5.9% | +4.7% |
| 6M | +5.9% | -2.2% | +8.2% | +7.9% |
| YTD | +16.1% | +11.4% | +4.7% | +5.6% |
| 1Y | +28.8% | +27.8% | +1.0% | +4.2% |
| 3Y | +126.0% | +173.3% | -47.3% | -8.0% |
| 5Y | +45.3% | +62.4% | -17.1% | -8.4% |
| 10Y | +255.4% | +249.6% | +5.8% | +10.7% |
| All | +289.0% | +347.0% | -58.0% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling