+27.8%
CFG vs ALLY
-1.7%
+29.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.4% |
| 30D | +1.1% | +3.1% | -2.0% | -0.8% |
| 3M | -12.0% | -12.6% | +0.6% | -4.9% |
| 6M | -2.2% | -12.4% | +10.2% | +5.4% |
| YTD | +11.4% | -13.2% | +24.6% | +21.2% |
| 1Y | +27.8% | +1.8% | +26.0% | +23.8% |
| All | +27.8% | -1.7% | +29.6% | +23.8% |
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