+76.8%
CCI vs ALLY
+124.8%
-48.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -0.4% | +3.7% | -4.1% | -1.0% |
| 30D | +2.7% | -2.3% | +5.0% | +3.1% |
| 3M | -18.2% | +3.8% | -22.0% | -18.9% |
| 6M | -14.8% | +9.7% | -24.5% | -16.4% |
| YTD | -12.6% | -1.4% | -11.2% | -12.8% |
| 1Y | -16.7% | +8.2% | -25.0% | -18.4% |
| 3Y | -10.5% | +66.5% | -77.0% | -21.0% |
| 5Y | -51.4% | +1.2% | -52.6% | -54.6% |
| 10Y | +20.0% | +191.4% | -171.4% | -13.1% |
| All | +76.8% | +124.8% | -48.0% | +32.1% |
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