+2,896.1%
FITB vs COO
+5,988.7%
-3,092.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | -4.7% | -7.0% | +2.3% | -4.0% |
| 3M | +6.7% | +12.2% | -5.5% | +5.2% |
| 6M | +12.6% | -15.1% | +27.7% | +14.5% |
| YTD | +19.1% | -15.1% | +34.2% | +21.2% |
| 1Y | +22.6% | +2.3% | +20.3% | +22.1% |
| 3Y | +127.1% | -23.7% | +150.8% | +132.4% |
| 5Y | +71.8% | -38.9% | +110.7% | +79.5% |
| 10Y | +287.2% | +49.9% | +237.3% | +273.8% |
| All | +2,896.1% | +5,988.7% | -3,092.6% | +2,424.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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