+244.2%
FITB vs CMS
+127.3%
+116.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | +5.8% | +7.2% | -1.4% | +2.7% |
| 3M | -6.1% | -1.3% | -4.9% | -5.7% |
| 6M | +5.9% | -4.3% | +10.3% | +7.7% |
| YTD | +16.1% | +2.1% | +14.0% | +14.3% |
| 1Y | +28.8% | -0.6% | +29.4% | +28.2% |
| 3Y | +126.0% | +38.0% | +88.0% | +91.9% |
| 5Y | +45.3% | +33.6% | +11.7% | +22.8% |
| All | +244.2% | +127.3% | +116.9% | +251.6% |
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