+73.4%
CL vs ALLY
+189.4%
-116.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +11.4% | +3.1% | +8.3% | +11.1% |
| 3M | +4.4% | -12.6% | +17.0% | +5.5% |
| 6M | +10.8% | -12.4% | +23.2% | +11.8% |
| YTD | +25.1% | -13.2% | +38.3% | +26.2% |
| 1Y | +28.0% | +1.8% | +26.1% | +27.3% |
| 3Y | +37.6% | +58.0% | -20.4% | +29.6% |
| 5Y | +39.7% | -8.4% | +48.1% | +36.8% |
| All | +73.4% | +189.4% | -116.0% | +66.6% |
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