+169.5%
CMI vs ALLY
-0.2%
+169.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.5% | +1.3% |
| 7D | +1.9% | +1.0% | +0.9% | +1.5% |
| 30D | -12.5% | -3.3% | -9.2% | -11.6% |
| 3M | -16.2% | +0.5% | -16.7% | -16.5% |
| 6M | +4.9% | +12.6% | -7.7% | +0.3% |
| YTD | +11.1% | -4.7% | +15.8% | +12.2% |
| 1Y | +43.4% | +5.2% | +38.1% | +39.6% |
| 3Y | +154.1% | +66.5% | +87.6% | +108.5% |
| 5Y | +169.5% | +0.2% | +169.2% | +157.6% |
| All | +169.5% | -0.2% | +169.7% | +157.6% |
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 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