+290.8%
CI vs ALLY
+101.5%
+189.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.0% |
| 7D | +1.0% | -1.1% | +2.2% | +1.3% |
| 30D | +9.9% | +4.2% | +5.7% | +8.8% |
| 3M | +12.1% | -12.4% | +24.5% | +15.6% |
| 6M | +10.6% | -8.7% | +19.3% | +12.5% |
| YTD | +11.4% | -11.6% | +23.0% | +13.8% |
| 1Y | +18.8% | +0.2% | +18.6% | +17.5% |
| 3Y | +2.9% | +57.1% | -54.2% | -12.7% |
| 5Y | +54.5% | -6.8% | +61.4% | +46.2% |
| 10Y | +175.7% | +200.4% | -24.6% | +67.8% |
| All | +290.8% | +101.5% | +189.3% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling