+236.6%
FITB vs CMS
+127.7%
+108.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.7% |
| 30D | +7.3% | +7.1% | +0.3% | +4.2% |
| 3M | -4.0% | -1.3% | -2.7% | -3.5% |
| 6M | +11.9% | -2.7% | +14.6% | +12.9% |
| YTD | +19.0% | +2.6% | +16.4% | +16.9% |
| 1Y | +31.0% | -2.0% | +33.0% | +31.2% |
| 3Y | +143.8% | +39.6% | +104.2% | +105.2% |
| 5Y | +48.9% | +35.3% | +13.5% | +24.7% |
| 10Y | +236.6% | +132.3% | +104.3% | +236.8% |
| All | +236.6% | +127.7% | +108.9% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling