+358.4%
CMG vs ALLY
+182.8%
+175.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.1% |
| 7D | +8.0% | -0.7% | +8.7% | +8.2% |
| 30D | +13.7% | +1.1% | +12.6% | +13.3% |
| 3M | +11.8% | -13.2% | +24.9% | +16.1% |
| 6M | +10.6% | -13.5% | +24.0% | +14.6% |
| YTD | -2.9% | -14.3% | +11.4% | +0.7% |
| 1Y | +17.8% | -1.1% | +19.0% | +17.5% |
| 3Y | -15.3% | +62.0% | -77.3% | -28.4% |
| 5Y | -0.9% | -9.6% | +8.8% | -4.4% |
| 10Y | +358.4% | +176.0% | +182.4% | +169.0% |
| All | +358.4% | +182.8% | +175.5% | +169.0% |
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