+300.3%
CME vs ALLY
+172.1%
+128.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +2.7% | -2.1% | +4.8% | +3.1% |
| 30D | +13.5% | +2.0% | +11.5% | +13.0% |
| 3M | +20.9% | -13.3% | +34.2% | +23.8% |
| 6M | +11.5% | -9.9% | +21.4% | +13.1% |
| YTD | +19.5% | -13.5% | +33.0% | +21.6% |
| 1Y | +17.2% | -2.8% | +20.0% | +16.5% |
| 3Y | +65.1% | +63.4% | +1.7% | +40.9% |
| 5Y | +73.1% | -10.9% | +84.0% | +66.7% |
| All | +300.3% | +172.1% | +128.2% | +153.7% |
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