+194.9%
ALLY vs CRL
+400.8%
-205.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | -1.0% |
| 7D | -0.2% | +4.4% | -4.6% | -2.6% |
| 30D | +3.4% | +17.1% | -13.6% | -4.2% |
| 3M | -11.1% | +32.1% | -43.2% | -22.2% |
| 6M | -11.5% | +98.9% | -110.4% | -36.3% |
| YTD | -12.3% | +77.1% | -89.5% | -34.7% |
| 1Y | +1.1% | +110.3% | -109.2% | -30.4% |
| 3Y | +64.8% | +108.5% | -43.7% | +3.6% |
| 5Y | -6.9% | -7.9% | +1.0% | -13.5% |
| 10Y | +194.9% | +368.9% | -174.0% | +1.1% |
| All | +194.9% | +400.8% | -205.9% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling