-50.3%
CCI vs ALLY
-1.1%
-49.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.9% |
| 7D | -0.3% | -1.9% | +1.7% | +0.1% |
| 30D | +2.1% | -4.5% | +6.6% | +2.9% |
| 3M | -17.8% | -2.8% | -15.0% | -17.6% |
| 6M | -14.2% | +10.3% | -24.5% | -16.0% |
| YTD | -13.3% | -5.7% | -7.7% | -12.9% |
| 1Y | -16.6% | +3.9% | -20.6% | -17.8% |
| 3Y | -10.8% | +64.7% | -75.5% | -23.4% |
| 5Y | -50.3% | -2.6% | -47.7% | -56.5% |
| All | -50.3% | -1.1% | -49.2% | -56.5% |
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 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