+165.1%
ALLY vs CRL
+354.1%
-189.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | +8.9% | -11.0% | -5.7% |
| 30D | +2.0% | +14.0% | -12.0% | -4.5% |
| 3M | -13.3% | +19.8% | -33.2% | -21.0% |
| 6M | -9.9% | +102.0% | -111.9% | -35.6% |
| YTD | -13.5% | +70.8% | -84.4% | -34.6% |
| 1Y | -2.8% | +98.7% | -101.5% | -31.5% |
| 3Y | +63.4% | +98.2% | -34.7% | +5.1% |
| 5Y | -10.9% | -11.7% | +0.8% | -15.7% |
| All | +165.1% | +354.1% | -189.0% | -8.3% |
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