+286.9%
CMS vs ALLY
+101.5%
+185.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | +8.6% | +4.2% | +4.4% | +8.1% |
| 3M | -0.5% | -12.4% | +11.9% | +0.9% |
| 6M | -4.2% | -8.7% | +4.5% | -3.4% |
| YTD | +3.4% | -11.6% | +15.1% | +4.5% |
| 1Y | +0.4% | +0.2% | +0.3% | -0.1% |
| 3Y | +38.2% | +57.1% | -18.9% | +27.9% |
| 5Y | +35.4% | -6.8% | +42.3% | +30.7% |
| 10Y | +131.7% | +200.4% | -68.7% | +84.8% |
| All | +286.9% | +101.5% | +185.4% | +217.8% |
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 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