+732.7%
CLS vs ALLY
+54.4%
+678.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.4% |
| 7D | -22.2% | +0.9% | -23.1% | -22.8% |
| 30D | -44.4% | +3.1% | -47.5% | -45.5% |
| 3M | -34.3% | -12.6% | -21.7% | -29.8% |
| 6M | -50.1% | -12.4% | -37.6% | -46.9% |
| YTD | -30.1% | -13.2% | -16.9% | -26.1% |
| 1Y | -39.3% | +1.8% | -41.2% | -41.5% |
| 3Y | +732.7% | +58.0% | +674.7% | +547.3% |
| All | +732.7% | +54.4% | +678.4% | +547.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling