+203.1%
FITB vs CP
+259.0%
-55.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.2% |
| 30D | +7.3% | +10.3% | -3.0% | -0.2% |
| 3M | -6.3% | +2.3% | -8.6% | -8.2% |
| 6M | +12.6% | +10.7% | +1.8% | +3.7% |
| YTD | +18.0% | +29.3% | -11.3% | -3.8% |
| 1Y | +28.9% | +31.5% | -2.6% | +3.9% |
| 3Y | +139.4% | +36.7% | +102.7% | +80.8% |
| 5Y | +47.2% | +26.8% | +20.4% | +15.3% |
| All | +203.1% | +259.0% | -55.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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