+1,751.5%
CLS vs ALLY
+201.0%
+1,550.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +6.9% | +7.4% |
| 7D | -10.6% | -0.2% | -10.3% | -10.6% |
| 30D | -38.4% | +3.4% | -41.9% | -39.7% |
| 3M | -29.9% | -11.1% | -18.8% | -26.2% |
| 6M | -40.6% | -11.5% | -29.2% | -37.7% |
| YTD | -24.6% | -12.3% | -12.3% | -21.1% |
| 1Y | -30.8% | +1.1% | -31.9% | -32.2% |
| 3Y | +811.7% | +64.8% | +746.9% | +592.4% |
| 5Y | +1,838.4% | -6.9% | +1,845.3% | +1,749.4% |
| 10Y | +1,751.5% | +194.9% | +1,556.5% | +1,026.5% |
| All | +1,751.5% | +201.0% | +1,550.5% | +1,026.5% |
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