+323.8%
CFG vs ALLY
+191.1%
+132.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | +1.5% | +3.7% | -2.1% | -1.0% |
| 30D | -3.8% | -2.3% | -1.6% | -2.3% |
| 3M | +11.5% | +3.8% | +7.7% | +8.3% |
| 6M | +19.2% | +9.7% | +9.5% | +10.6% |
| YTD | +23.7% | -1.4% | +25.1% | +23.5% |
| 1Y | +38.8% | +8.2% | +30.6% | +29.3% |
| 3Y | +178.9% | +66.5% | +112.4% | +84.9% |
| 5Y | +101.8% | +1.2% | +100.6% | +81.1% |
| All | +323.8% | +191.1% | +132.7% | +67.4% |
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