+2,820.2%
FITB vs CP
+7,734.8%
-4,914.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -1.5% | +2.8% | -4.3% | -3.0% |
| 30D | +5.8% | +10.2% | -4.4% | +0.3% |
| 3M | -6.1% | +2.4% | -8.5% | -7.5% |
| 6M | +5.9% | +7.7% | -1.7% | +1.3% |
| YTD | +16.1% | +26.0% | -9.9% | +1.5% |
| 1Y | +28.8% | +34.6% | -5.8% | +8.6% |
| 3Y | +126.0% | +26.7% | +99.3% | +94.0% |
| 5Y | +45.3% | +24.9% | +20.4% | +25.0% |
| 10Y | +255.4% | +258.6% | -3.2% | +80.3% |
| All | +2,820.2% | +7,734.8% | -4,914.6% | +341.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling