+257.6%
CP vs ALLY
+201.0%
+56.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | +11.3% | +3.4% | +7.9% | +10.1% |
| 3M | +2.9% | -11.1% | +13.9% | +6.4% |
| 6M | +9.8% | -11.5% | +21.3% | +13.3% |
| YTD | +28.5% | -12.3% | +40.9% | +32.5% |
| 1Y | +33.5% | +1.1% | +32.4% | +31.8% |
| 3Y | +31.9% | +64.8% | -32.9% | +9.1% |
| 5Y | +25.5% | -6.9% | +32.4% | +19.1% |
| 10Y | +257.6% | +194.9% | +62.6% | +122.4% |
| All | +257.6% | +201.0% | +56.5% | +122.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling