+501.7%
FITB vs CG
+351.2%
+150.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.6% |
| 7D | +0.6% | -4.3% | +4.9% | +2.8% |
| 30D | -4.7% | -5.1% | +0.3% | -2.7% |
| 3M | +6.7% | +8.7% | -2.0% | +1.5% |
| 6M | +12.6% | -9.2% | +21.8% | +16.3% |
| YTD | +19.1% | -18.9% | +38.0% | +29.0% |
| 1Y | +22.6% | -25.6% | +48.3% | +37.9% |
| 3Y | +127.1% | +57.3% | +69.8% | +68.4% |
| 5Y | +71.8% | +10.2% | +61.7% | +44.6% |
| 10Y | +287.2% | +364.2% | -77.0% | +79.3% |
| All | +501.7% | +351.2% | +150.5% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling