+29.9%
CFG vs ALLY
-1.0%
+30.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.1% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | +5.1% | +5.2% | -0.1% | +1.9% |
| 3M | -11.2% | -13.3% | +2.1% | -3.6% |
| 6M | +9.6% | -6.7% | +16.2% | +13.7% |
| YTD | +15.0% | -12.8% | +27.8% | +24.9% |
| 1Y | +29.9% | +0.7% | +29.2% | +28.0% |
| All | +29.9% | -1.0% | +30.9% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling