+2,892.9%
FITB vs CP
+7,892.9%
-5,000.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.4% |
| 7D | -1.1% | +2.8% | -3.9% | -2.6% |
| 30D | +7.3% | +11.3% | -4.0% | +1.2% |
| 3M | -4.0% | +2.9% | -6.8% | -5.7% |
| 6M | +11.9% | +9.8% | +2.1% | +5.9% |
| YTD | +19.0% | +28.5% | -9.5% | +2.9% |
| 1Y | +31.0% | +33.5% | -2.5% | +11.0% |
| 3Y | +143.8% | +31.9% | +111.8% | +104.7% |
| 5Y | +48.9% | +25.5% | +23.4% | +27.8% |
| 10Y | +236.6% | +257.6% | -21.0% | +70.9% |
| All | +2,892.9% | +7,892.9% | -5,000.0% | +347.9% |
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