+101.0%
CB vs ALLY
+1.6%
+99.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +3.7% | -3.2% | 0.0% |
| 30D | -3.1% | -2.3% | -0.8% | -2.8% |
| 3M | +9.0% | +3.8% | +5.1% | +8.2% |
| 6M | +2.9% | +9.7% | -6.9% | +1.1% |
| YTD | +10.1% | -1.4% | +11.5% | +9.8% |
| 1Y | +22.8% | +8.2% | +14.6% | +20.5% |
| 3Y | +73.8% | +66.5% | +7.3% | +54.8% |
| All | +101.0% | +1.6% | +99.4% | +92.7% |
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