+254.9%
CF vs ALLY
+101.5%
+153.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +2.2% | +4.2% | -2.0% | +0.4% |
| 3M | +2.1% | -12.4% | +14.5% | +6.6% |
| 6M | -6.5% | -8.7% | +2.1% | -4.8% |
| YTD | +55.6% | -11.6% | +67.2% | +58.1% |
| 1Y | +42.3% | +0.2% | +42.1% | +37.5% |
| 3Y | +55.7% | +57.1% | -1.3% | +18.4% |
| 5Y | +122.4% | -6.8% | +129.3% | +97.8% |
| 10Y | +568.5% | +200.4% | +368.2% | +197.6% |
| All | +254.9% | +101.5% | +153.4% | +79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling