+185.1%
FITB vs CRL
+1,712.0%
-1,526.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.7% | -2.2% | +0.9% |
| 7D | -1.1% | +4.4% | -5.5% | -2.9% |
| 30D | +7.3% | +17.1% | -9.7% | +0.8% |
| 3M | -4.0% | +32.1% | -36.1% | -13.9% |
| 6M | +11.9% | +98.9% | -87.0% | -14.2% |
| YTD | +19.0% | +77.1% | -58.1% | -6.2% |
| 1Y | +31.0% | +110.3% | -79.2% | -3.0% |
| 3Y | +143.8% | +108.5% | +35.3% | +69.6% |
| 5Y | +48.9% | -7.9% | +56.7% | +34.5% |
| 10Y | +236.6% | +368.9% | -132.3% | +64.6% |
| All | +185.1% | +1,712.0% | -1,526.9% | +3.6% |
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