-40.6%
CAG vs ALLY
-0.1%
-40.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.2% |
| 7D | -5.3% | +1.0% | -6.3% | -5.4% |
| 30D | +1.0% | -3.3% | +4.3% | +1.2% |
| 3M | +17.4% | +0.5% | +16.9% | +17.3% |
| 6M | -16.8% | +12.6% | -29.4% | -17.6% |
| YTD | -6.8% | -4.7% | -2.1% | -6.6% |
| 1Y | -15.4% | +5.2% | -20.6% | -16.0% |
| 3Y | -37.1% | +66.5% | -103.6% | -40.7% |
| All | -40.6% | -0.1% | -40.6% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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