+2,896.1%
FITB vs CNP
+1,826.3%
+1,069.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.2% |
| 30D | -4.7% | -1.8% | -2.9% | -4.2% |
| 3M | +6.7% | -4.6% | +11.3% | +8.2% |
| 6M | +12.6% | -8.8% | +21.4% | +15.7% |
| YTD | +19.1% | +5.2% | +13.9% | +16.7% |
| 1Y | +22.6% | +8.3% | +14.3% | +18.9% |
| 3Y | +127.1% | +54.9% | +72.2% | +94.5% |
| 5Y | +71.8% | +73.5% | -1.7% | +41.3% |
| 10Y | +287.2% | +139.1% | +148.1% | +186.2% |
| All | +2,896.1% | +1,826.3% | +1,069.8% | +1,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling