+219.7%
CFG vs ALLY
+182.8%
+36.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +1.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.1% |
| 30D | +2.8% | +1.1% | +1.6% | +1.9% |
| 3M | -10.1% | -13.2% | +3.1% | -0.9% |
| 6M | +3.2% | -13.5% | +16.7% | +13.6% |
| YTD | +14.2% | -14.3% | +28.5% | +25.7% |
| 1Y | +27.4% | -1.1% | +28.6% | +26.6% |
| 3Y | +187.6% | +62.0% | +125.6% | +93.9% |
| 5Y | +65.7% | -9.6% | +75.3% | +61.3% |
| 10Y | +219.7% | +176.0% | +43.7% | +36.7% |
| All | +219.7% | +182.8% | +36.9% | +36.7% |
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