+2.4%
ALLY vs CRL
+85.3%
-83.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.3% | +11.1% | +4.9% |
| 7D | +2.4% | -12.8% | +15.1% | +4.6% |
| 30D | +5.6% | +5.0% | +0.6% | +4.1% |
| 3M | -11.7% | +39.4% | -51.1% | -18.0% |
| 6M | -7.0% | +89.4% | -96.4% | -20.0% |
| YTD | -10.4% | +63.6% | -74.0% | -20.4% |
| 1Y | +2.4% | +83.5% | -81.1% | -12.2% |
| All | +2.4% | +85.3% | -83.0% | -12.2% |
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