+568.0%
CF vs ALLY
+189.4%
+378.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.3% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | +4.3% | +3.1% | +1.2% | +2.9% |
| 3M | +2.8% | -12.6% | +15.4% | +7.2% |
| 6M | +0.6% | -12.4% | +13.0% | +3.9% |
| YTD | +56.6% | -13.2% | +69.8% | +60.0% |
| 1Y | +49.6% | +1.8% | +47.8% | +43.7% |
| 3Y | +61.5% | +58.0% | +3.5% | +23.2% |
| 5Y | +124.0% | -8.4% | +132.4% | +102.0% |
| All | +568.0% | +189.4% | +378.6% | +206.5% |
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