+356.9%
CB vs ALLY
+124.8%
+232.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +3.7% | -3.2% | -0.5% |
| 30D | -3.1% | -2.3% | -0.8% | -2.6% |
| 3M | +9.0% | +3.8% | +5.1% | +7.5% |
| 6M | +2.9% | +9.7% | -6.9% | -0.4% |
| YTD | +10.1% | -1.4% | +11.5% | +9.5% |
| 1Y | +22.8% | +8.2% | +14.6% | +18.5% |
| 3Y | +73.8% | +66.5% | +7.3% | +41.5% |
| 5Y | +99.2% | +1.2% | +98.0% | +82.1% |
| 10Y | +218.2% | +191.4% | +26.8% | +92.7% |
| All | +356.9% | +124.8% | +232.0% | +182.2% |
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