+158.7%
CI vs ALLY
+189.4%
-30.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +5.4% | +3.1% | +2.3% | +4.6% |
| 3M | +7.3% | -12.6% | +19.8% | +10.7% |
| 6M | +5.3% | -12.4% | +17.7% | +8.2% |
| YTD | +8.5% | -13.2% | +21.6% | +11.2% |
| 1Y | +17.1% | +1.8% | +15.3% | +15.3% |
| 3Y | +1.4% | +58.0% | -56.6% | -14.2% |
| 5Y | +50.5% | -8.4% | +58.9% | +43.7% |
| All | +158.7% | +189.4% | -30.6% | +64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling