-3.0%
CMG vs ALLY
-0.2%
-2.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.0% |
| 7D | -1.5% | +1.0% | -2.5% | -1.8% |
| 30D | +12.7% | -3.3% | +16.0% | +13.7% |
| 3M | +26.3% | +0.5% | +25.8% | +25.6% |
| 6M | +4.5% | +12.6% | -8.1% | +0.2% |
| YTD | -0.1% | -4.7% | +4.6% | +0.6% |
| 1Y | -6.8% | +5.2% | -12.0% | -8.9% |
| 3Y | -5.0% | +66.5% | -71.5% | -21.7% |
| 5Y | -3.0% | +0.2% | -3.3% | -7.7% |
| All | -3.0% | -0.2% | -2.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling