+34.7%
CMS vs ALLY
-9.5%
+44.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.3% | +3.1% | +3.2% | +6.0% |
| 3M | -2.1% | -12.6% | +10.5% | -1.0% |
| 6M | -5.1% | -12.4% | +7.3% | -4.1% |
| YTD | +1.3% | -13.2% | +14.4% | +2.2% |
| 1Y | -1.4% | +1.8% | -3.2% | -2.0% |
| 3Y | +36.9% | +58.0% | -21.0% | +27.0% |
| All | +34.7% | -9.5% | +44.2% | +28.0% |
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 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