+354.7%
CNC vs ALLY
+99.9%
+254.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.0% |
| 7D | +3.0% | -0.2% | +3.2% | +3.2% |
| 30D | +4.9% | +3.4% | +1.4% | +4.0% |
| 3M | +4.2% | -11.1% | +15.3% | +7.3% |
| 6M | +22.5% | -11.5% | +34.0% | +25.9% |
| YTD | +66.6% | -12.3% | +78.9% | +70.8% |
| 1Y | +82.5% | +1.1% | +81.4% | +80.5% |
| 3Y | -4.1% | +64.8% | -68.9% | -19.8% |
| 5Y | -8.3% | -6.9% | -1.5% | -13.4% |
| 10Y | +153.6% | +194.9% | -41.3% | +51.8% |
| All | +354.7% | +99.9% | +254.7% | +197.9% |
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