+1,914.6%
CLS vs ALLY
+174.3%
+1,740.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.8% |
| 7D | +16.3% | +0.4% | +15.9% | +16.1% |
| 30D | -25.7% | +5.2% | -30.9% | -27.8% |
| 3M | -30.9% | -13.3% | -17.6% | -26.3% |
| 6M | -35.5% | -6.7% | -28.8% | -34.0% |
| YTD | -18.7% | -12.8% | -5.9% | -14.7% |
| 1Y | -17.9% | +0.7% | -18.6% | -19.6% |
| 3Y | +838.1% | +65.2% | +772.9% | +610.9% |
| 5Y | +1,971.9% | -10.1% | +1,982.0% | +1,911.6% |
| All | +1,914.6% | +174.3% | +1,740.3% | +1,089.5% |
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