+96.8%
ALLY vs CRL
+491.0%
-394.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.8% | -9.5% | -4.8% |
| 7D | +0.9% | -6.1% | +7.0% | +2.8% |
| 30D | +3.1% | +12.4% | -9.3% | -2.7% |
| 3M | -12.6% | +27.1% | -39.7% | -22.0% |
| 6M | -12.4% | +85.7% | -98.2% | -34.4% |
| YTD | -13.2% | +69.2% | -82.4% | -33.4% |
| 1Y | +1.8% | +97.5% | -95.7% | -27.1% |
| 3Y | +58.0% | +86.1% | -28.1% | +6.9% |
| 5Y | -8.4% | -10.0% | +1.6% | -15.5% |
| 10Y | +195.3% | +395.0% | -199.7% | +19.4% |
| All | +96.8% | +491.0% | -394.2% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling