+3.0%
ALLY vs CRL
-35.5%
+38.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.9% |
| 7D | +3.7% | -1.0% | +4.7% | +4.0% |
| 30D | -2.3% | +10.7% | -12.9% | -5.6% |
| 3M | +3.8% | +55.3% | -51.5% | -11.2% |
| 6M | +9.7% | +60.7% | -50.9% | -8.3% |
| YTD | -1.4% | +44.6% | -46.0% | -15.0% |
| 1Y | +8.2% | +77.7% | -69.5% | -14.0% |
| 3Y | +66.5% | +37.6% | +28.8% | +37.9% |
| All | +3.0% | -35.5% | +38.5% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling