+71.1%
FITB vs CNP
+76.4%
-5.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +2.8% | +1.6% | +1.2% | +2.2% |
| 30D | -4.5% | -0.8% | -3.7% | -4.3% |
| 3M | +5.7% | -3.6% | +9.2% | +7.0% |
| 6M | +17.1% | -6.9% | +24.1% | +20.1% |
| YTD | +18.3% | +6.4% | +11.9% | +14.6% |
| 1Y | +23.9% | +9.9% | +13.9% | +18.0% |
| 3Y | +131.1% | +53.1% | +78.0% | +84.6% |
| 5Y | +71.1% | +72.0% | -0.9% | +28.3% |
| All | +71.1% | +76.4% | -5.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling