+299.5%
CME vs ALLY
+201.0%
+98.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +8.5% | +3.4% | +5.1% | +7.8% |
| 3M | +16.0% | -11.1% | +27.1% | +18.3% |
| 6M | +9.3% | -11.5% | +20.8% | +11.3% |
| YTD | +15.3% | -12.3% | +27.6% | +17.1% |
| 1Y | +14.4% | +1.1% | +13.3% | +12.9% |
| 3Y | +59.9% | +64.8% | -4.9% | +36.2% |
| 5Y | +69.4% | -6.9% | +76.3% | +61.3% |
| 10Y | +299.5% | +194.9% | +104.6% | +134.9% |
| All | +299.5% | +201.0% | +98.5% | +134.9% |
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 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