+398.6%
CB vs ALLY
+101.5%
+297.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | +11.2% | +4.2% | +7.0% | +9.9% |
| 3M | +5.7% | -12.4% | +18.1% | +9.4% |
| 6M | +15.9% | -8.7% | +24.6% | +18.1% |
| YTD | +20.2% | -11.6% | +31.8% | +22.9% |
| 1Y | +32.4% | +0.2% | +32.2% | +30.5% |
| 3Y | +75.5% | +57.1% | +18.4% | +45.2% |
| 5Y | +105.5% | -6.8% | +112.3% | +92.3% |
| 10Y | +258.5% | +200.4% | +58.2% | +116.5% |
| All | +398.6% | +101.5% | +297.1% | +216.8% |
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 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