+71.1%
FITB vs CPB
-38.5%
+109.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.0% |
| 7D | +2.8% | -8.2% | +11.1% | +4.4% |
| 30D | -4.5% | -5.6% | +1.1% | -3.7% |
| 3M | +5.7% | +3.0% | +2.7% | +4.6% |
| 6M | +17.1% | -12.7% | +29.8% | +19.5% |
| YTD | +18.3% | -18.0% | +36.3% | +21.9% |
| 1Y | +23.9% | -31.7% | +55.6% | +32.4% |
| 3Y | +131.1% | -41.0% | +172.0% | +151.3% |
| 5Y | +71.1% | -38.4% | +109.5% | +76.5% |
| All | +71.1% | -38.5% | +109.6% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling