+390.5%
CMI vs ALLY
+95.5%
+295.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -1.8% |
| 7D | -9.3% | -0.7% | -8.6% | -9.2% |
| 30D | -13.2% | +1.1% | -14.4% | -13.7% |
| 3M | -28.2% | -13.2% | -15.0% | -24.6% |
| 6M | -32.7% | -13.5% | -19.2% | -29.5% |
| YTD | -10.1% | -14.3% | +4.2% | -5.8% |
| 1Y | -4.9% | -1.1% | -3.7% | -5.3% |
| 3Y | +120.4% | +62.0% | +58.4% | +78.3% |
| 5Y | +114.3% | -9.6% | +123.9% | +105.7% |
| 10Y | +324.8% | +176.0% | +148.9% | +138.7% |
| All | +390.5% | +95.5% | +295.0% | +199.0% |
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