+282.0%
FITB vs CG
+321.9%
-39.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.7% |
| 7D | -1.0% | -9.8% | +8.8% | +4.6% |
| 30D | -5.5% | -10.3% | +4.8% | -0.3% |
| 3M | +4.1% | -1.7% | +5.8% | +3.8% |
| 6M | +18.7% | -9.8% | +28.5% | +23.3% |
| YTD | +18.2% | -25.6% | +43.8% | +35.1% |
| 1Y | +23.7% | -32.5% | +56.2% | +48.4% |
| 3Y | +130.8% | +45.6% | +85.1% | +68.1% |
| 5Y | +69.8% | +3.7% | +66.1% | +41.6% |
| All | +282.0% | +321.9% | -39.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling