-28.5%
CCL vs ALLY
+201.0%
-229.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.4% |
| 7D | +3.1% | -0.2% | +3.3% | +3.4% |
| 30D | +17.5% | +3.4% | +14.1% | +14.4% |
| 3M | +6.8% | -11.1% | +17.9% | +17.3% |
| 6M | +18.7% | -11.5% | +30.2% | +31.2% |
| YTD | +3.0% | -12.3% | +15.4% | +14.9% |
| 1Y | +17.7% | +1.1% | +16.6% | +16.7% |
| 3Y | +155.6% | +64.8% | +90.8% | +56.9% |
| 5Y | +30.2% | -6.9% | +37.0% | +27.8% |
| 10Y | -28.5% | +194.9% | -223.4% | -65.4% |
| All | -28.5% | +201.0% | -229.5% | -65.4% |
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