+237.0%
CFG vs ALLY
+201.0%
+36.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +3.2% | +3.4% | -0.2% | +0.7% |
| 3M | -9.7% | -11.1% | +1.4% | -2.1% |
| 6M | +3.6% | -11.5% | +15.1% | +12.4% |
| YTD | +14.7% | -12.3% | +27.0% | +24.3% |
| 1Y | +29.6% | +1.1% | +28.5% | +26.7% |
| 3Y | +190.6% | +64.8% | +125.8% | +93.6% |
| 5Y | +67.1% | -6.9% | +73.9% | +59.1% |
| 10Y | +237.0% | +194.9% | +42.1% | +33.9% |
| All | +237.0% | +201.0% | +36.0% | +33.9% |
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