+126.0%
FITB vs CPB
-35.2%
+161.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.5% | +8.0% | -9.5% | -2.5% |
| 30D | +5.8% | +22.4% | -16.6% | +3.1% |
| 3M | -6.1% | +3.8% | -9.9% | -6.8% |
| 6M | +5.9% | +13.7% | -7.7% | +3.7% |
| YTD | +16.1% | -11.7% | +27.8% | +17.1% |
| 1Y | +28.8% | -18.1% | +47.0% | +31.3% |
| 3Y | +126.0% | -34.7% | +160.8% | +140.2% |
| All | +126.0% | -35.2% | +161.2% | +140.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling