+149.2%
CBOE vs ALLY
-0.2%
+149.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.7% |
| 7D | -4.6% | +1.0% | -5.7% | -4.6% |
| 30D | +2.6% | -3.3% | +5.9% | +2.6% |
| 3M | +4.9% | +0.5% | +4.5% | +4.9% |
| 6M | -2.2% | +12.6% | -14.8% | -2.3% |
| YTD | +17.7% | -4.7% | +22.4% | +17.7% |
| 1Y | +26.1% | +5.2% | +20.8% | +25.9% |
| 3Y | +97.1% | +66.5% | +30.6% | +90.1% |
| 5Y | +149.2% | +0.2% | +148.9% | +155.3% |
| All | +149.2% | -0.2% | +149.4% | +155.3% |
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