+28.0%
CFG vs ALLY
+0.5%
+27.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +3.2% | +3.4% | -0.2% | +1.1% |
| 3M | -9.7% | -11.1% | +1.4% | -3.4% |
| 6M | +3.6% | -11.5% | +15.1% | +10.9% |
| YTD | +14.7% | -12.3% | +27.0% | +24.1% |
| All | +28.0% | +0.5% | +27.4% | +24.8% |
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