+131.1%
FITB vs CRL
+37.9%
+93.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | +2.8% | -0.6% | +3.4% | +3.0% |
| 30D | -4.5% | +5.0% | -9.5% | -5.8% |
| 3M | +5.7% | +50.6% | -44.9% | -5.6% |
| 6M | +17.1% | +60.9% | -43.8% | +1.8% |
| YTD | +18.3% | +40.7% | -22.4% | +6.4% |
| 1Y | +23.9% | +73.3% | -49.4% | +4.4% |
| 3Y | +131.1% | +40.6% | +90.5% | +86.9% |
| All | +131.1% | +37.9% | +93.2% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling