+274.8%
CMS vs ALLY
+124.8%
+149.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.4% | +3.7% | -3.3% | 0.0% |
| 30D | -3.6% | -2.3% | -1.3% | -3.4% |
| 3M | -1.9% | +3.8% | -5.7% | -2.4% |
| 6M | -11.0% | +9.7% | -20.7% | -12.1% |
| YTD | +0.2% | -1.4% | +1.6% | 0.0% |
| 1Y | -1.3% | +8.2% | -9.6% | -2.7% |
| 3Y | +35.9% | +66.5% | -30.5% | +25.0% |
| 5Y | +23.1% | +1.2% | +21.9% | +17.7% |
| 10Y | +117.9% | +191.4% | -73.5% | +72.5% |
| All | +274.8% | +124.8% | +149.9% | +204.3% |
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