+62.0%
CFG vs ALLY
-9.5%
+71.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | +0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.5% |
| 30D | +1.1% | +3.1% | -2.0% | -0.9% |
| 3M | -12.0% | -12.6% | +0.6% | -4.5% |
| 6M | -2.2% | -12.4% | +10.2% | +5.7% |
| YTD | +11.4% | -13.2% | +24.6% | +20.4% |
| 1Y | +27.8% | +1.8% | +26.0% | +25.1% |
| 3Y | +173.3% | +58.0% | +115.3% | +101.0% |
| All | +62.0% | -9.5% | +71.5% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling