+319.6%
CRS vs ALLY
+54.4%
+265.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.6% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -28.8% | +3.1% | -31.9% | -30.1% |
| 3M | -50.0% | -12.6% | -37.4% | -46.7% |
| 6M | -39.2% | -12.4% | -26.8% | -35.5% |
| YTD | -11.4% | -13.2% | +1.7% | -6.1% |
| 1Y | -11.7% | +1.8% | -13.5% | -13.7% |
| 3Y | +319.6% | +58.0% | +261.7% | +269.2% |
| All | +319.6% | +54.4% | +265.3% | +269.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling