+39.9%
CL vs ALLY
-9.5%
+49.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | +1.3% | +0.9% | +0.4% | +1.3% |
| 30D | +11.4% | +3.1% | +8.3% | +11.2% |
| 3M | +4.4% | -12.6% | +17.0% | +5.0% |
| 6M | +10.8% | -12.4% | +23.2% | +11.3% |
| YTD | +25.1% | -13.2% | +38.3% | +25.7% |
| 1Y | +28.0% | +1.8% | +26.1% | +27.6% |
| 3Y | +37.6% | +58.0% | -20.4% | +32.1% |
| All | +39.9% | -9.5% | +49.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling