-35.3%
CLS vs ALLY
+0.5%
-35.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +6.9% | +7.5% |
| 7D | -10.6% | -0.2% | -10.3% | -10.5% |
| 30D | -38.4% | +3.4% | -41.9% | -39.4% |
| 3M | -29.9% | -11.1% | -18.8% | -26.1% |
| 6M | -40.6% | -11.5% | -29.2% | -37.5% |
| YTD | -24.6% | -12.3% | -12.3% | -20.1% |
| All | -35.3% | +0.5% | -35.8% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling