+185.4%
FITB vs CRL
+1,379.5%
-1,194.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +0.6% | -1.0% | +1.6% | +1.0% |
| 30D | -4.7% | +10.7% | -15.4% | -8.2% |
| 3M | +6.7% | +55.3% | -48.6% | -9.4% |
| 6M | +12.6% | +60.7% | -48.1% | -6.7% |
| YTD | +19.1% | +44.6% | -25.5% | +1.8% |
| 1Y | +22.6% | +77.7% | -55.1% | -3.5% |
| 3Y | +127.1% | +37.6% | +89.5% | +84.9% |
| 5Y | +71.8% | -35.8% | +107.6% | +77.4% |
| 10Y | +287.2% | +241.7% | +45.4% | +112.7% |
| All | +185.4% | +1,379.5% | -1,194.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling