+142.2%
CI vs ALLY
+201.0%
-58.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +4.7% | +3.4% | +1.2% | +3.8% |
| 3M | +5.2% | -11.1% | +16.3% | +8.1% |
| 6M | +3.8% | -11.5% | +15.3% | +6.4% |
| YTD | +9.2% | -12.3% | +21.6% | +11.7% |
| 1Y | +14.3% | +1.1% | +13.1% | +12.7% |
| 3Y | +8.4% | +64.8% | -56.4% | -9.3% |
| 5Y | +50.0% | -6.9% | +56.9% | +42.6% |
| 10Y | +142.2% | +194.9% | -52.8% | +54.3% |
| All | +142.2% | +201.0% | -58.8% | +54.3% |
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