+111.4%
CL vs ALLY
+104.2%
+7.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.8% | -0.5% | +3.0% |
| 7D | +7.7% | +2.4% | +5.3% | +7.5% |
| 30D | +15.2% | +5.6% | +9.7% | +14.7% |
| 3M | +7.3% | -11.7% | +19.0% | +8.4% |
| 6M | +17.0% | -7.0% | +24.1% | +17.6% |
| YTD | +28.0% | -10.4% | +38.4% | +28.8% |
| 1Y | +32.1% | +2.4% | +29.7% | +31.3% |
| 3Y | +41.5% | +59.2% | -17.7% | +32.7% |
| 5Y | +43.9% | -5.0% | +48.9% | +40.2% |
| 10Y | +79.8% | +204.5% | -124.7% | +45.9% |
| All | +111.4% | +104.2% | +7.1% | +74.7% |
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