+285.6%
FITB vs CPB
-44.2%
+329.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.7% |
| 7D | -0.4% | -8.0% | +7.6% | +0.7% |
| 30D | -5.1% | -2.4% | -2.7% | -5.0% |
| 3M | +3.5% | +0.5% | +3.0% | +3.2% |
| 6M | +17.2% | -10.5% | +27.7% | +18.6% |
| YTD | +17.6% | -17.5% | +35.2% | +20.1% |
| 1Y | +23.4% | -31.0% | +54.4% | +29.1% |
| 3Y | +129.7% | -40.6% | +170.4% | +144.0% |
| 5Y | +68.4% | -37.7% | +106.1% | +77.6% |
| 10Y | +285.6% | -43.4% | +329.1% | +302.4% |
| All | +285.6% | -44.2% | +329.9% | +302.4% |
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