+391.8%
CMI vs ALLY
+97.2%
+294.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +1.5% | -2.1% | +3.7% | +2.3% |
| 30D | -14.0% | +2.0% | -16.0% | -14.7% |
| 3M | -28.3% | -13.3% | -15.0% | -24.7% |
| 6M | -34.9% | -9.9% | -25.1% | -32.8% |
| YTD | -9.9% | -13.5% | +3.7% | -5.8% |
| 1Y | -3.6% | -2.8% | -0.8% | -3.4% |
| 3Y | +120.9% | +63.4% | +57.5% | +78.3% |
| 5Y | +116.1% | -10.9% | +127.0% | +108.6% |
| 10Y | +328.5% | +174.7% | +153.8% | +141.3% |
| All | +391.8% | +97.2% | +294.6% | +198.9% |
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