+251.7%
CB vs ALLY
+174.3%
+77.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +2.9% | +0.4% | +2.6% | +2.8% |
| 30D | +7.3% | +5.2% | +2.1% | +5.8% |
| 3M | +9.4% | -13.3% | +22.7% | +13.6% |
| 6M | +19.6% | -6.7% | +26.3% | +21.2% |
| YTD | +21.5% | -12.8% | +34.3% | +24.7% |
| 1Y | +28.0% | +0.7% | +27.3% | +25.9% |
| 3Y | +74.9% | +65.2% | +9.7% | +41.0% |
| 5Y | +108.1% | -10.1% | +118.3% | +97.5% |
| All | +251.7% | +174.3% | +77.4% | +123.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling