+328.9%
CME vs ALLY
+189.4%
+139.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | +13.2% | +3.1% | +10.1% | +12.5% |
| 3M | +16.3% | -12.6% | +28.8% | +18.9% |
| 6M | +7.1% | -12.4% | +19.6% | +9.2% |
| YTD | +15.8% | -13.2% | +29.0% | +17.8% |
| 1Y | +17.1% | +1.8% | +15.3% | +15.4% |
| 3Y | +63.2% | +58.0% | +5.2% | +40.2% |
| 5Y | +70.2% | -8.4% | +78.6% | +62.6% |
| All | +328.9% | +189.4% | +139.5% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling