+4.1%
CI vs ALLY
+57.0%
-52.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.2% |
| 7D | +1.0% | -1.1% | +2.2% | +1.1% |
| 30D | +9.9% | +4.2% | +5.7% | +9.5% |
| 3M | +12.1% | -12.4% | +24.5% | +13.1% |
| 6M | +10.6% | -8.7% | +19.3% | +11.2% |
| YTD | +11.4% | -11.6% | +23.0% | +12.0% |
| 1Y | +18.8% | +0.2% | +18.6% | +18.2% |
| All | +4.1% | +57.0% | -52.9% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling