+1.4%
CCL vs ALLY
+1.6%
-0.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.1% |
| 7D | -5.0% | +3.7% | -8.7% | -7.6% |
| 30D | -20.3% | -2.3% | -18.1% | -19.0% |
| 3M | -15.1% | +3.8% | -19.0% | -17.3% |
| 6M | -15.1% | +9.7% | -24.8% | -20.1% |
| YTD | -21.8% | -1.4% | -20.4% | -20.6% |
| 1Y | -24.8% | +8.2% | -33.0% | -29.1% |
| 3Y | +51.9% | +66.5% | -14.6% | -1.5% |
| All | +1.4% | +1.6% | -0.2% | -2.8% |
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 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