+135.5%
FITB vs CPB
-40.7%
+176.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.3% |
| 7D | +0.6% | -8.6% | +9.2% | +1.8% |
| 30D | -4.7% | -7.2% | +2.5% | -3.9% |
| 3M | +6.7% | +0.9% | +5.8% | +6.2% |
| 6M | +12.6% | -11.8% | +24.4% | +14.0% |
| YTD | +19.1% | -19.4% | +38.5% | +21.8% |
| 1Y | +22.6% | -30.4% | +53.0% | +28.1% |
| All | +135.5% | -40.7% | +176.2% | +154.1% |
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