+206.5%
FITB vs CPB
-38.9%
+245.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.7% |
| 7D | +2.8% | -1.6% | +4.3% | +3.0% |
| 30D | +9.8% | +19.2% | -9.4% | +7.1% |
| 3M | -5.2% | -0.9% | -4.2% | -5.3% |
| 6M | +17.3% | +15.2% | +2.1% | +14.5% |
| YTD | +19.3% | -13.1% | +32.4% | +20.8% |
| 1Y | +32.7% | -22.4% | +55.1% | +36.5% |
| 3Y | +141.6% | -35.3% | +176.9% | +153.5% |
| 5Y | +48.9% | -33.0% | +81.8% | +55.3% |
| All | +206.5% | -38.9% | +245.4% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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