+185.4%
CBOE vs ALLY
-6.7%
+192.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +16.0% | +3.4% | +12.5% | +16.0% |
| 3M | +23.4% | -11.1% | +34.5% | +23.4% |
| 6M | +1.7% | -11.5% | +13.2% | +1.6% |
| YTD | +41.6% | -12.3% | +53.9% | +41.5% |
| 1Y | +38.5% | +1.1% | +37.4% | +38.1% |
| 3Y | +105.7% | +64.8% | +40.9% | +96.7% |
| 5Y | +185.4% | -6.9% | +192.3% | +196.8% |
| All | +185.4% | -6.7% | +192.1% | +196.8% |
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 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