+259.8%
CP vs ALLY
+124.8%
+134.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -2.7% | +3.7% | -6.4% | -3.7% |
| 30D | +0.2% | -2.3% | +2.4% | +0.8% |
| 3M | +2.6% | +3.8% | -1.3% | +1.1% |
| 6M | +6.0% | +9.7% | -3.7% | +2.4% |
| YTD | +24.9% | -1.4% | +26.3% | +24.5% |
| 1Y | +20.1% | +8.2% | +11.9% | +15.9% |
| 3Y | +16.4% | +66.5% | -50.1% | -4.7% |
| 5Y | +31.7% | +1.2% | +30.5% | +21.2% |
| 10Y | +223.9% | +191.4% | +32.4% | +87.9% |
| All | +259.8% | +124.8% | +134.9% | +128.7% |
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 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