-10.9%
ALLY vs CRL
-13.0%
+2.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -2.1% | +8.9% | -11.0% | -5.0% |
| 30D | +2.0% | +14.0% | -12.0% | -3.2% |
| 3M | -13.3% | +19.8% | -33.2% | -19.5% |
| 6M | -9.9% | +102.0% | -111.9% | -31.1% |
| YTD | -13.5% | +70.8% | -84.4% | -30.7% |
| 1Y | -2.8% | +98.7% | -101.5% | -26.4% |
| 3Y | +63.4% | +98.2% | -34.7% | +15.1% |
| 5Y | -10.9% | -11.7% | +0.8% | -21.9% |
| All | -10.9% | -13.0% | +2.1% | -21.9% |
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