+285.6%
FITB vs CRL
+244.4%
+41.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -0.4% | -4.6% | +4.2% | +1.4% |
| 30D | -5.1% | +0.5% | -5.6% | -5.5% |
| 3M | +3.5% | +46.6% | -43.1% | -11.4% |
| 6M | +17.2% | +57.3% | -40.1% | -3.9% |
| YTD | +17.6% | +39.5% | -21.9% | +0.4% |
| 1Y | +23.4% | +76.9% | -53.5% | -5.3% |
| 3Y | +129.7% | +39.4% | +90.4% | +81.6% |
| 5Y | +68.4% | -37.2% | +105.6% | +86.3% |
| 10Y | +285.6% | +253.4% | +32.2% | +62.3% |
| All | +285.6% | +244.4% | +41.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling