+531.4%
CME vs ALLY
+124.8%
+406.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.6% | +3.7% | -5.3% | -2.2% |
| 30D | +6.2% | -2.3% | +8.5% | +6.6% |
| 3M | +10.4% | +3.8% | +6.6% | +9.4% |
| 6M | -9.5% | +9.7% | -19.2% | -11.5% |
| YTD | +6.0% | -1.4% | +7.4% | +5.5% |
| 1Y | +9.3% | +8.2% | +1.0% | +6.5% |
| 3Y | +57.7% | +66.5% | -8.8% | +35.3% |
| 5Y | +77.7% | +1.2% | +76.5% | +66.4% |
| 10Y | +281.2% | +191.4% | +89.8% | +147.9% |
| All | +531.4% | +124.8% | +406.6% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling