+111.2%
CL vs ALLY
+101.5%
+9.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | 0.0% |
| 7D | +5.9% | -1.1% | +7.1% | +6.0% |
| 30D | +13.8% | +4.2% | +9.6% | +13.3% |
| 3M | +6.4% | -12.4% | +18.8% | +7.6% |
| 6M | +15.6% | -8.7% | +24.3% | +16.4% |
| YTD | +27.9% | -11.6% | +39.5% | +28.9% |
| 1Y | +31.4% | +0.2% | +31.2% | +30.9% |
| 3Y | +41.4% | +57.1% | -15.7% | +32.8% |
| 5Y | +42.8% | -6.8% | +49.6% | +39.4% |
| 10Y | +79.7% | +200.4% | -120.7% | +46.0% |
| All | +111.2% | +101.5% | +9.7% | +74.8% |
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