+24.1%
FITB vs CPB
-31.2%
+55.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -0.8% |
| 7D | +2.8% | -8.2% | +11.1% | +3.5% |
| 30D | -4.5% | -5.6% | +1.1% | -4.2% |
| 3M | +5.7% | +3.0% | +2.7% | +5.1% |
| 6M | +17.1% | -12.7% | +29.8% | +16.5% |
| YTD | +18.3% | -18.0% | +36.3% | +17.3% |
| All | +24.1% | -31.2% | +55.3% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling