+386.5%
CBOE vs ALLY
+178.1%
+208.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -0.8% | -1.9% | +1.2% | -0.5% |
| 30D | +2.7% | -4.5% | +7.2% | +3.3% |
| 3M | +0.7% | -2.8% | +3.6% | +0.9% |
| 6M | -2.0% | +10.3% | -12.3% | -3.8% |
| YTD | +17.1% | -5.7% | +22.8% | +17.3% |
| 1Y | +26.5% | +3.9% | +22.6% | +24.6% |
| 3Y | +96.1% | +64.7% | +31.4% | +72.3% |
| 5Y | +149.3% | -2.6% | +151.9% | +138.6% |
| 10Y | +386.5% | +186.0% | +200.5% | +217.4% |
| All | +386.5% | +178.1% | +208.4% | +217.4% |
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