+2,005.0%
CLS vs ALLY
-8.7%
+2,013.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.7% |
| 7D | +2.8% | -2.8% | +5.5% | +4.3% |
| 30D | -30.1% | +1.9% | -32.0% | -30.9% |
| 3M | -21.7% | -12.1% | -9.6% | -17.2% |
| 6M | -36.2% | -9.0% | -27.2% | -33.9% |
| YTD | -17.8% | -12.9% | -4.9% | -13.7% |
| 1Y | -26.8% | -0.1% | -26.7% | -27.9% |
| 3Y | +853.4% | +64.6% | +788.8% | +637.4% |
| 5Y | +2,005.0% | -10.1% | +2,015.1% | +2,090.2% |
| All | +2,005.0% | -8.7% | +2,013.7% | +2,090.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling