+600.7%
CBOE vs ALLY
+124.8%
+475.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -3.6% | +3.7% | -7.3% | -4.1% |
| 30D | +5.1% | -2.3% | +7.3% | +5.3% |
| 3M | +4.6% | +3.8% | +0.8% | +3.9% |
| 6M | -0.3% | +9.7% | -10.0% | -1.9% |
| YTD | +19.8% | -1.4% | +21.2% | +19.3% |
| 1Y | +28.4% | +8.2% | +20.1% | +25.9% |
| 3Y | +104.1% | +66.5% | +37.6% | +81.4% |
| 5Y | +150.9% | +1.2% | +149.7% | +139.2% |
| 10Y | +393.5% | +191.4% | +202.1% | +255.6% |
| All | +600.7% | +124.8% | +475.9% | +430.5% |
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