+1,998.3%
CLS vs ALLY
+98.1%
+1,900.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -22.2% | +0.9% | -23.1% | -22.7% |
| 30D | -44.4% | +3.1% | -47.5% | -45.4% |
| 3M | -34.3% | -12.6% | -21.7% | -30.4% |
| 6M | -50.1% | -12.4% | -37.6% | -47.4% |
| YTD | -30.1% | -13.2% | -16.9% | -26.6% |
| 1Y | -39.3% | +1.8% | -41.2% | -40.8% |
| 3Y | +732.7% | +58.0% | +674.7% | +553.2% |
| 5Y | +1,777.2% | -8.4% | +1,785.6% | +1,705.9% |
| 10Y | +1,645.6% | +195.3% | +1,450.4% | +860.1% |
| All | +1,998.3% | +98.1% | +1,900.2% | +1,118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling