+612.4%
CME vs ALLY
+98.6%
+513.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.9% |
| 7D | +2.5% | -2.8% | +5.2% | +3.0% |
| 30D | +13.9% | +1.9% | +12.0% | +13.5% |
| 3M | +22.4% | -12.1% | +34.5% | +25.0% |
| 6M | +12.9% | -9.0% | +21.9% | +14.3% |
| YTD | +19.6% | -12.9% | +32.5% | +21.6% |
| 1Y | +17.7% | -0.1% | +17.8% | +16.4% |
| 3Y | +65.3% | +64.6% | +0.7% | +41.5% |
| 5Y | +75.1% | -10.1% | +85.2% | +67.7% |
| 10Y | +305.8% | +176.7% | +129.1% | +166.6% |
| All | +612.4% | +98.6% | +513.8% | +391.7% |
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 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