+55.4%
CCL vs ALLY
+63.1%
-7.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -5.0% | +3.7% | -8.7% | -7.3% |
| 30D | -20.3% | -2.3% | -18.1% | -19.1% |
| 3M | -15.1% | +3.8% | -19.0% | -17.0% |
| 6M | -15.1% | +9.7% | -24.8% | -19.5% |
| YTD | -21.8% | -1.4% | -20.4% | -20.9% |
| 1Y | -24.8% | +8.2% | -33.0% | -28.3% |
| All | +55.4% | +63.1% | -7.7% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling