+285.6%
FITB vs CP
+224.3%
+61.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.8% |
| 30D | -5.1% | -0.5% | -4.7% | -5.0% |
| 3M | +3.5% | +0.1% | +3.5% | +3.0% |
| 6M | +17.2% | +7.8% | +9.4% | +10.1% |
| YTD | +17.6% | +22.9% | -5.2% | -0.1% |
| 1Y | +23.4% | +21.3% | +2.0% | +5.6% |
| 3Y | +129.7% | +20.4% | +109.4% | +92.1% |
| 5Y | +68.4% | +34.9% | +33.5% | +25.6% |
| 10Y | +285.6% | +233.3% | +52.3% | +71.1% |
| All | +285.6% | +224.3% | +61.3% | +71.1% |
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