+285.6%
FITB vs CNP
+132.2%
+153.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -0.4% | +0.7% | -1.0% | -0.8% |
| 30D | -5.1% | -0.1% | -5.1% | -5.2% |
| 3M | +3.5% | -5.6% | +9.2% | +6.8% |
| 6M | +17.2% | -7.5% | +24.7% | +22.0% |
| YTD | +17.6% | +5.5% | +12.1% | +12.9% |
| 1Y | +23.4% | +8.3% | +15.0% | +16.0% |
| 3Y | +129.7% | +51.8% | +78.0% | +71.2% |
| 5Y | +68.4% | +69.9% | -1.5% | +14.2% |
| 10Y | +285.6% | +139.9% | +145.7% | +107.0% |
| All | +285.6% | +132.2% | +153.4% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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