+71.1%
FITB vs CNH
+7.1%
+64.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +1.7% |
| 7D | +2.8% | +8.8% | -6.0% | -1.1% |
| 30D | -4.5% | +24.7% | -29.2% | -14.1% |
| 3M | +5.7% | +27.3% | -21.7% | -6.6% |
| 6M | +17.1% | +23.2% | -6.0% | +4.1% |
| YTD | +18.3% | +48.9% | -30.6% | -4.6% |
| 1Y | +23.9% | +19.4% | +4.5% | +10.7% |
| 3Y | +131.1% | +7.8% | +123.3% | +109.7% |
| 5Y | +71.1% | +8.7% | +62.4% | +44.6% |
| All | +71.1% | +7.1% | +64.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 5y: compounded portfolio wealth divided by compounded CNH 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…
5y analysis · Full analysis span regression · 6 months rolling