+150.9%
CI vs ALLY
+182.4%
-31.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.1% | -0.9% |
| 7D | -1.3% | -2.8% | +1.5% | -0.7% |
| 30D | +6.4% | +1.9% | +4.5% | +5.9% |
| 3M | +10.7% | -12.1% | +22.8% | +14.0% |
| 6M | +5.5% | -9.0% | +14.5% | +7.4% |
| YTD | +11.4% | -12.9% | +24.3% | +14.1% |
| 1Y | +15.0% | -0.1% | +15.1% | +13.8% |
| 3Y | +9.0% | +64.6% | -55.6% | -9.0% |
| 5Y | +52.0% | -10.1% | +62.0% | +46.0% |
| 10Y | +150.9% | +176.7% | -25.8% | +56.0% |
| All | +150.9% | +182.4% | -31.4% | +56.0% |
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