+184.2%
FITB vs CRL
+1,673.3%
-1,489.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.4% |
| 7D | +0.5% | -1.7% | +2.2% | +0.7% |
| 30D | +7.0% | +14.6% | -7.6% | +1.3% |
| 3M | -4.4% | +24.8% | -29.2% | -12.5% |
| 6M | +11.6% | +94.7% | -83.1% | -13.8% |
| YTD | +18.6% | +73.4% | -54.7% | -5.9% |
| 1Y | +29.8% | +104.7% | -74.8% | -3.0% |
| 3Y | +140.7% | +101.1% | +39.6% | +69.6% |
| 5Y | +48.6% | -10.8% | +59.4% | +35.8% |
| 10Y | +224.4% | +358.8% | -134.4% | +59.8% |
| All | +184.2% | +1,673.3% | -1,489.1% | +4.0% |
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