+61.8%
CME vs ALLY
+60.4%
+1.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.3% |
| 7D | +1.7% | -0.7% | +2.3% | +1.6% |
| 30D | +10.2% | +1.1% | +9.0% | +10.3% |
| 3M | +17.8% | -13.2% | +31.0% | +16.6% |
| 6M | +11.0% | -13.5% | +24.5% | +10.0% |
| YTD | +17.0% | -14.3% | +31.3% | +16.1% |
| 1Y | +15.8% | -1.1% | +16.9% | +15.9% |
| 3Y | +61.8% | +62.0% | -0.2% | +67.9% |
| All | +61.8% | +60.4% | +1.4% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling