+518.7%
CBOE vs ALLY
+174.3%
+344.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +6.3% | +0.4% | +5.9% | +6.2% |
| 30D | +24.9% | +5.2% | +19.7% | +24.0% |
| 3M | +28.5% | -13.3% | +41.8% | +30.7% |
| 6M | +2.9% | -6.7% | +9.5% | +3.4% |
| YTD | +50.7% | -12.8% | +63.5% | +52.3% |
| 1Y | +45.5% | +0.7% | +44.8% | +43.9% |
| 3Y | +116.3% | +65.2% | +51.1% | +89.4% |
| 5Y | +204.3% | -10.1% | +214.5% | +195.4% |
| All | +518.7% | +174.3% | +344.5% | +329.0% |
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