+250.9%
CP vs ALLY
+189.4%
+61.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +2.8% | +0.9% | +1.9% | +2.5% |
| 30D | +10.2% | +3.1% | +7.1% | +9.1% |
| 3M | +2.4% | -12.6% | +14.9% | +6.4% |
| 6M | +7.7% | -12.4% | +20.1% | +11.5% |
| YTD | +26.0% | -13.2% | +39.1% | +30.3% |
| 1Y | +34.6% | +1.8% | +32.8% | +32.6% |
| 3Y | +26.7% | +58.0% | -31.3% | +6.2% |
| 5Y | +24.9% | -8.4% | +33.3% | +19.1% |
| All | +250.9% | +189.4% | +61.6% | +123.3% |
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 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