+248.2%
CB vs ALLY
+189.4%
+58.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +9.1% | +3.1% | +6.0% | +8.1% |
| 3M | +3.4% | -12.6% | +16.0% | +7.1% |
| 6M | +14.1% | -12.4% | +26.5% | +17.6% |
| YTD | +18.0% | -13.2% | +31.2% | +21.3% |
| 1Y | +30.1% | +1.8% | +28.3% | +27.6% |
| 3Y | +71.8% | +58.0% | +13.8% | +40.7% |
| 5Y | +101.8% | -8.4% | +110.3% | +90.1% |
| All | +248.2% | +189.4% | +58.9% | +122.8% |
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