+501.5%
FITB vs CG
+295.0%
+206.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | -0.6% | -3.8% | +3.2% | +1.1% |
| 30D | +7.0% | +7.5% | -0.5% | +3.0% |
| 3M | -4.8% | -14.4% | +9.6% | +1.8% |
| 6M | +13.5% | -15.7% | +29.2% | +21.4% |
| YTD | +19.1% | -29.0% | +48.0% | +36.9% |
| 1Y | +30.8% | -22.1% | +52.9% | +43.5% |
| 3Y | +141.6% | +49.1% | +92.5% | +83.0% |
| 5Y | +48.3% | -18.4% | +66.7% | +44.6% |
| 10Y | +215.9% | +295.1% | -79.2% | +56.7% |
| All | +501.5% | +295.0% | +206.5% | +170.4% |
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