-36.9%
CCI vs ALLY
-9.5%
-27.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.3% |
| 7D | -0.1% | +0.9% | -1.0% | -0.2% |
| 30D | +28.4% | +3.1% | +25.3% | +27.6% |
| 3M | +20.0% | -12.6% | +32.5% | +22.8% |
| 6M | +0.8% | -12.4% | +13.2% | +2.9% |
| YTD | +3.6% | -13.2% | +16.8% | +5.7% |
| 1Y | +6.1% | +1.8% | +4.3% | +5.0% |
| 3Y | +7.2% | +58.0% | -50.8% | -8.0% |
| All | -36.9% | -9.5% | -27.4% | -41.9% |
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