+47.5%
FITB vs CNP
+74.5%
-27.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +2.8% | +1.3% | +1.4% | +2.2% |
| 30D | +9.8% | +3.8% | +6.0% | +8.1% |
| 3M | -5.2% | +2.4% | -7.5% | -6.2% |
| 6M | +17.3% | -1.2% | +18.5% | +17.5% |
| YTD | +19.3% | +9.3% | +10.0% | +14.1% |
| 1Y | +32.7% | +6.4% | +26.3% | +28.2% |
| 3Y | +141.6% | +66.4% | +75.2% | +84.1% |
| All | +47.5% | +74.5% | -27.0% | +7.1% |
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