-4.2%
CAG vs ALLY
+95.5%
-99.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.6% | -0.4% |
| 7D | +6.6% | -0.7% | +7.3% | +6.7% |
| 30D | +13.9% | +1.1% | +12.8% | +13.8% |
| 3M | +4.0% | -13.2% | +17.2% | +5.4% |
| 6M | +10.0% | -13.5% | +23.5% | +11.4% |
| YTD | -6.1% | -14.3% | +8.2% | -5.0% |
| 1Y | -4.3% | -1.1% | -3.2% | -4.6% |
| 3Y | -34.6% | +62.0% | -96.6% | -38.8% |
| 5Y | -39.4% | -9.6% | -29.8% | -40.7% |
| 10Y | -34.2% | +176.0% | -210.1% | -44.8% |
| All | -4.2% | +95.5% | -99.7% | -17.1% |
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