+2.8%
CNC vs ALLY
-0.2%
+3.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.4% | -3.2% |
| 7D | -1.0% | +1.0% | -2.0% | -1.1% |
| 30D | -1.8% | -3.3% | +1.5% | -1.3% |
| 3M | -0.7% | +0.5% | -1.1% | -0.8% |
| 6M | +47.9% | +12.6% | +35.4% | +45.2% |
| YTD | +56.9% | -4.7% | +61.6% | +57.3% |
| 1Y | +123.9% | +5.2% | +118.7% | +121.1% |
| 3Y | -1.3% | +66.5% | -67.7% | -10.5% |
| 5Y | +2.8% | +0.2% | +2.5% | +1.7% |
| All | +2.8% | -0.2% | +3.0% | +1.7% |
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