+275.7%
CMG vs ALLY
+124.8%
+150.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.8% | +3.7% | -6.5% | -3.8% |
| 30D | +7.1% | -2.3% | +9.4% | +7.7% |
| 3M | +31.2% | +3.8% | +27.3% | +29.4% |
| 6M | +0.7% | +9.7% | -9.0% | -2.3% |
| YTD | -0.1% | -1.4% | +1.3% | -0.3% |
| 1Y | -10.7% | +8.2% | -19.0% | -13.1% |
| 3Y | -4.7% | +66.5% | -71.2% | -19.8% |
| 5Y | -3.8% | +1.2% | -5.0% | -10.3% |
| 10Y | +352.5% | +191.4% | +161.1% | +188.5% |
| All | +275.7% | +124.8% | +150.9% | +165.0% |
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 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