+23.4%
FITB vs CRL
+66.2%
-42.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.4% | -4.6% | +4.2% | +0.4% |
| 30D | -5.1% | +0.5% | -5.6% | -5.3% |
| 3M | +3.5% | +46.6% | -43.1% | -3.4% |
| 6M | +17.2% | +57.3% | -40.1% | +7.1% |
| YTD | +17.6% | +39.5% | -21.9% | +9.8% |
| 1Y | +23.4% | +76.9% | -53.5% | +13.1% |
| All | +23.4% | +66.2% | -42.8% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling