+577.4%
CF vs ALLY
+191.1%
+386.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | +6.0% | +3.7% | +2.3% | +4.7% |
| 30D | +14.8% | -2.3% | +17.1% | +15.7% |
| 3M | +14.1% | +3.8% | +10.2% | +11.9% |
| 6M | +28.5% | +9.7% | +18.8% | +21.7% |
| YTD | +74.9% | -1.4% | +76.4% | +71.8% |
| 1Y | +61.7% | +8.2% | +53.5% | +52.5% |
| 3Y | +80.3% | +66.5% | +13.8% | +35.7% |
| 5Y | +226.0% | +1.2% | +224.8% | +185.2% |
| All | +577.4% | +191.1% | +386.3% | +206.3% |
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