+505.6%
CMI vs ALLY
+124.8%
+380.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -0.7% | +3.7% | -4.4% | -2.0% |
| 30D | -13.4% | -2.3% | -11.2% | -12.8% |
| 3M | -17.0% | +3.8% | -20.8% | -18.3% |
| 6M | -1.6% | +9.7% | -11.4% | -5.3% |
| YTD | +11.0% | -1.4% | +12.4% | +10.9% |
| 1Y | +41.9% | +8.2% | +33.7% | +36.5% |
| 3Y | +151.8% | +66.5% | +85.3% | +101.5% |
| 5Y | +163.6% | +1.2% | +162.4% | +142.9% |
| 10Y | +472.9% | +191.4% | +281.5% | +216.8% |
| All | +505.6% | +124.8% | +380.7% | +251.7% |
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 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