+19.6%
CME vs ALLY
+4.2%
+15.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +1.7% |
| 7D | +4.8% | +2.4% | +2.5% | +5.1% |
| 30D | +14.2% | +5.6% | +8.6% | +14.8% |
| 3M | +17.9% | -11.7% | +29.6% | +16.2% |
| 6M | +7.2% | -7.0% | +14.3% | +6.5% |
| YTD | +16.7% | -10.4% | +27.2% | +16.0% |
| 1Y | +19.6% | +2.4% | +17.2% | +19.5% |
| All | +19.6% | +4.2% | +15.3% | +19.5% |
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 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