+322.3%
CMG vs ALLY
+178.1%
+144.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.2% |
| 7D | -6.5% | -1.9% | -4.5% | -6.0% |
| 30D | +12.1% | -4.5% | +16.6% | +13.5% |
| 3M | +20.6% | -2.8% | +23.4% | +21.2% |
| 6M | +2.1% | +10.3% | -8.2% | -1.2% |
| YTD | -2.6% | -5.7% | +3.1% | -1.6% |
| 1Y | -8.7% | +3.9% | -12.6% | -10.2% |
| 3Y | -7.4% | +64.7% | -72.1% | -22.4% |
| 5Y | -5.7% | -2.6% | -3.1% | -11.2% |
| 10Y | +322.3% | +186.0% | +136.4% | +156.6% |
| All | +322.3% | +178.1% | +144.3% | +156.6% |
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