+344.7%
CNC vs ALLY
+124.8%
+219.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.8% | -1.5% |
| 7D | +3.5% | +3.7% | -0.1% | +2.6% |
| 30D | +0.1% | -2.3% | +2.3% | +0.7% |
| 3M | +6.9% | +3.8% | +3.1% | +5.7% |
| 6M | +49.0% | +9.7% | +39.3% | +44.9% |
| YTD | +62.9% | -1.4% | +64.3% | +62.2% |
| 1Y | +134.0% | +8.2% | +125.8% | +127.1% |
| 3Y | +9.4% | +66.5% | -57.1% | -8.9% |
| 5Y | +4.1% | +1.2% | +2.9% | -3.6% |
| 10Y | +95.4% | +191.4% | -96.0% | +18.1% |
| All | +344.7% | +124.8% | +219.9% | +183.0% |
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 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