+288.7%
FITB vs CMS
+115.7%
+173.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -4.7% | -3.6% | -1.1% | -3.3% |
| 3M | +6.7% | -1.9% | +8.6% | +7.3% |
| 6M | +12.6% | -11.0% | +23.5% | +17.9% |
| YTD | +19.1% | +0.2% | +18.9% | +18.3% |
| 1Y | +22.6% | -1.3% | +24.0% | +22.3% |
| 3Y | +127.1% | +35.9% | +91.2% | +94.4% |
| 5Y | +71.8% | +23.1% | +48.7% | +50.9% |
| All | +288.7% | +115.7% | +173.1% | +273.4% |
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