+150.3%
CI vs ALLY
+182.8%
-32.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.1% |
| 7D | +2.6% | -0.7% | +3.3% | +2.8% |
| 30D | +7.3% | +1.1% | +6.2% | +7.0% |
| 3M | +9.5% | -13.2% | +22.7% | +13.1% |
| 6M | +6.4% | -13.5% | +19.9% | +9.6% |
| YTD | +12.0% | -14.3% | +26.3% | +15.2% |
| 1Y | +20.1% | -1.1% | +21.2% | +19.1% |
| 3Y | +9.6% | +62.0% | -52.4% | -8.1% |
| 5Y | +52.7% | -9.6% | +62.4% | +46.2% |
| 10Y | +150.3% | +176.0% | -25.7% | +57.3% |
| All | +150.3% | +182.8% | -32.6% | +57.3% |
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