-3.6%
CMI vs ALLY
-0.9%
-2.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +1.5% | -2.1% | +3.7% | +2.4% |
| 30D | -14.0% | +2.0% | -16.0% | -14.8% |
| 3M | -28.3% | -13.3% | -15.0% | -24.0% |
| 6M | -34.9% | -9.9% | -25.1% | -32.6% |
| YTD | -9.9% | -13.5% | +3.7% | -4.3% |
| 1Y | -3.6% | -2.8% | -0.8% | -5.4% |
| All | -3.6% | -0.9% | -2.7% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling