+64.7%
CCI vs ALLY
+182.8%
-118.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.3% |
| 30D | +12.2% | +1.1% | +11.1% | +11.9% |
| 3M | +23.1% | -13.2% | +36.3% | +26.1% |
| 6M | +1.3% | -13.5% | +14.7% | +3.5% |
| YTD | +4.5% | -14.3% | +18.8% | +6.7% |
| 1Y | +2.3% | -1.1% | +3.5% | +1.8% |
| 3Y | +9.8% | +62.0% | -52.2% | -3.2% |
| 5Y | -36.5% | -9.6% | -26.9% | -39.7% |
| 10Y | +64.7% | +176.0% | -111.3% | +28.2% |
| All | +64.7% | +182.8% | -118.1% | +28.2% |
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