+320.3%
CFG vs ALLY
+121.7%
+198.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.2% |
| 7D | -2.2% | -1.1% | -1.0% | -1.4% |
| 30D | +0.4% | +4.2% | -3.8% | -2.4% |
| 3M | -12.6% | -12.4% | -0.2% | -4.5% |
| 6M | +0.6% | -8.7% | +9.3% | +6.5% |
| YTD | +12.4% | -11.6% | +24.1% | +20.9% |
| 1Y | +27.7% | +0.2% | +27.5% | +25.8% |
| 3Y | +172.4% | +57.1% | +115.3% | +91.1% |
| 5Y | +64.0% | -6.8% | +70.8% | +56.6% |
| 10Y | +252.8% | +200.4% | +52.5% | +54.0% |
| All | +320.3% | +121.7% | +198.6% | +97.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling