+2,820.2%
FITB vs CMS
+463.7%
+2,356.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | 0.0% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | +5.8% | +6.3% | -0.5% | +3.6% |
| 3M | -6.1% | -2.1% | -4.1% | -5.5% |
| 6M | +5.9% | -5.1% | +11.0% | +7.6% |
| YTD | +16.1% | +1.3% | +14.8% | +15.1% |
| 1Y | +28.8% | -1.4% | +30.2% | +28.8% |
| 3Y | +126.0% | +36.9% | +89.1% | +101.0% |
| 5Y | +45.3% | +32.5% | +12.8% | +29.4% |
| 10Y | +255.4% | +126.8% | +128.6% | +163.5% |
| All | +2,820.2% | +463.7% | +2,356.6% | +1,303.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling