-3.5%
CAG vs ALLY
+124.8%
-128.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -3.8% | +3.7% | -7.5% | -4.1% |
| 30D | +3.1% | -2.3% | +5.4% | +3.3% |
| 3M | +23.5% | +3.8% | +19.6% | +22.9% |
| 6M | -14.8% | +9.7% | -24.6% | -15.8% |
| YTD | -5.4% | -1.4% | -4.0% | -5.6% |
| 1Y | -11.8% | +8.2% | -20.0% | -12.8% |
| 3Y | -36.7% | +66.5% | -103.1% | -40.9% |
| 5Y | -40.3% | +1.2% | -41.5% | -42.1% |
| 10Y | -37.0% | +191.4% | -228.4% | -47.2% |
| All | -3.5% | +124.8% | -128.4% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling