+142.2%
CI vs ALLY
+172.1%
-29.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -1.7% | -2.1% | +0.4% | -1.2% |
| 30D | +4.9% | +2.0% | +2.9% | +4.3% |
| 3M | +7.4% | -13.3% | +20.7% | +11.0% |
| 6M | +0.4% | -9.9% | +10.2% | +2.4% |
| YTD | +9.5% | -13.5% | +23.0% | +12.3% |
| 1Y | +12.0% | -2.8% | +14.8% | +11.5% |
| 3Y | +7.1% | +63.4% | -56.3% | -10.3% |
| 5Y | +49.3% | -10.9% | +60.2% | +43.9% |
| All | +142.2% | +172.1% | -29.9% | +54.5% |
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