+110.7%
CCI vs ALLY
+98.6%
+12.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -3.4% | -2.8% | -0.6% | -2.9% |
| 30D | +9.9% | +1.9% | +8.1% | +9.5% |
| 3M | +22.7% | -12.1% | +34.8% | +25.3% |
| 6M | +0.8% | -9.0% | +9.8% | +2.2% |
| YTD | +4.1% | -12.9% | +17.1% | +6.0% |
| 1Y | -0.6% | -0.1% | -0.5% | -1.3% |
| 3Y | +9.4% | +64.6% | -55.1% | -3.4% |
| 5Y | -36.8% | -10.1% | -26.8% | -39.7% |
| 10Y | +65.4% | +176.7% | -111.2% | +20.8% |
| All | +110.7% | +98.6% | +12.1% | +60.6% |
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