+2,896.1%
FITB vs CPB
+325.7%
+2,570.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | +0.9% |
| 7D | +0.6% | -8.6% | +9.2% | +3.4% |
| 30D | -4.7% | -7.2% | +2.5% | -2.7% |
| 3M | +6.7% | +0.9% | +5.8% | +5.6% |
| 6M | +12.6% | -11.8% | +24.4% | +16.1% |
| YTD | +19.1% | -19.4% | +38.5% | +26.0% |
| 1Y | +22.6% | -30.4% | +53.0% | +35.5% |
| 3Y | +127.1% | -40.2% | +167.3% | +158.9% |
| 5Y | +71.8% | -39.5% | +111.3% | +92.4% |
| 10Y | +287.2% | -47.4% | +334.6% | +325.4% |
| All | +2,896.1% | +325.7% | +2,570.4% | +1,505.5% |
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 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