+76.3%
CL vs ALLY
+201.0%
-124.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | +11.6% | +3.4% | +8.1% | +11.3% |
| 3M | +5.6% | -11.1% | +16.7% | +6.6% |
| 6M | +13.2% | -11.5% | +24.6% | +14.1% |
| YTD | +26.9% | -12.3% | +39.2% | +27.9% |
| 1Y | +27.3% | +1.1% | +26.2% | +26.8% |
| 3Y | +39.7% | +64.8% | -25.1% | +30.9% |
| 5Y | +41.3% | -6.9% | +48.2% | +38.1% |
| 10Y | +76.3% | +194.9% | -118.7% | +68.0% |
| All | +76.3% | +201.0% | -124.7% | +68.0% |
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