+264.2%
CI vs ALLY
+124.8%
+139.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +3.7% | -2.4% | +0.4% |
| 30D | +4.4% | -2.3% | +6.7% | +5.0% |
| 3M | +0.7% | +3.8% | -3.2% | -0.5% |
| 6M | +0.3% | +9.7% | -9.4% | -2.4% |
| YTD | +3.8% | -1.4% | +5.2% | +3.3% |
| 1Y | -5.5% | +8.2% | -13.7% | -8.2% |
| 3Y | +8.1% | +66.5% | -58.4% | -9.6% |
| 5Y | +42.8% | +1.2% | +41.6% | +32.6% |
| 10Y | +143.9% | +191.4% | -47.5% | +49.7% |
| All | +264.2% | +124.8% | +139.3% | +135.7% |
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