+801.7%
CRS vs ALLY
+174.3%
+627.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +4.8% | +0.4% | +4.4% | +4.6% |
| 30D | -23.2% | +5.2% | -28.4% | -25.9% |
| 3M | -45.5% | -13.3% | -32.2% | -40.4% |
| 6M | -33.1% | -6.7% | -26.5% | -30.7% |
| YTD | -7.2% | -12.8% | +5.6% | -0.4% |
| 1Y | -10.0% | +0.7% | -10.7% | -12.3% |
| 3Y | +332.3% | +65.2% | +267.1% | +184.0% |
| 5Y | +801.9% | -10.1% | +812.0% | +746.5% |
| All | +801.7% | +174.3% | +627.4% | +242.2% |
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