+215.9%
FITB vs CP
+251.7%
-35.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.1% |
| 30D | +7.0% | +9.6% | -2.6% | +0.1% |
| 3M | -4.8% | +2.2% | -7.0% | -6.6% |
| 6M | +13.5% | +11.1% | +2.4% | +4.4% |
| YTD | +19.1% | +28.2% | -9.1% | -2.3% |
| 1Y | +30.8% | +32.2% | -1.4% | +4.9% |
| 3Y | +141.6% | +35.5% | +106.1% | +83.7% |
| 5Y | +48.3% | +26.8% | +21.5% | +16.1% |
| 10Y | +215.9% | +256.9% | -41.0% | +27.1% |
| All | +215.9% | +251.7% | -35.8% | +27.1% |
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