+2,883.6%
FITB vs CPB
+355.6%
+2,528.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +0.5% | +2.9% | -2.4% | -0.5% |
| 30D | +7.0% | +17.6% | -10.6% | +1.3% |
| 3M | -4.4% | +2.0% | -6.4% | -5.7% |
| 6M | +11.6% | +11.6% | -0.1% | +6.4% |
| YTD | +18.6% | -13.8% | +32.4% | +22.2% |
| 1Y | +29.8% | -21.6% | +51.4% | +37.8% |
| 3Y | +140.7% | -35.8% | +176.5% | +167.4% |
| 5Y | +48.6% | -33.3% | +81.9% | +60.4% |
| 10Y | +224.4% | -39.4% | +263.8% | +237.8% |
| All | +2,883.6% | +355.6% | +2,528.0% | +1,457.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling