+100.6%
CB vs ALLY
-6.7%
+107.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.5% | +3.4% | +3.1% | +6.0% |
| 3M | +4.1% | -11.1% | +15.1% | +5.8% |
| 6M | +14.4% | -11.5% | +25.9% | +16.1% |
| YTD | +17.5% | -12.3% | +29.8% | +19.1% |
| 1Y | +27.5% | +1.1% | +26.4% | +26.4% |
| 3Y | +71.6% | +64.8% | +6.8% | +51.8% |
| 5Y | +100.6% | -6.9% | +107.5% | +105.8% |
| All | +100.6% | -6.7% | +107.3% | +105.8% |
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 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