+121.7%
CMS vs ALLY
+189.4%
-67.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.3% | +3.1% | +3.2% | +5.9% |
| 3M | -2.1% | -12.6% | +10.5% | -0.5% |
| 6M | -5.1% | -12.4% | +7.3% | -3.7% |
| YTD | +1.3% | -13.2% | +14.4% | +2.6% |
| 1Y | -1.4% | +1.8% | -3.2% | -2.2% |
| 3Y | +36.9% | +58.0% | -21.0% | +25.4% |
| 5Y | +32.5% | -8.4% | +41.0% | +27.9% |
| All | +121.7% | +189.4% | -67.6% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling