+69.4%
ALLY vs CRL
+38.0%
+31.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +3.7% | -1.0% | +4.7% | +4.0% |
| 30D | -2.3% | +10.7% | -12.9% | -5.1% |
| 3M | +3.8% | +55.3% | -51.5% | -8.9% |
| 6M | +9.7% | +60.7% | -50.9% | -5.5% |
| YTD | -1.4% | +44.6% | -46.0% | -12.8% |
| 1Y | +8.2% | +77.7% | -69.5% | -10.5% |
| All | +69.4% | +38.0% | +31.4% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling