+904.4%
CRS vs ALLY
+124.8%
+779.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -0.2% | +3.7% | -3.9% | -2.6% |
| 30D | -16.6% | -2.3% | -14.4% | -15.4% |
| 3M | -3.5% | +3.8% | -7.3% | -6.1% |
| 6M | +15.4% | +9.7% | +5.7% | +7.9% |
| YTD | +51.2% | -1.4% | +52.6% | +50.4% |
| 1Y | +98.3% | +8.2% | +90.1% | +84.4% |
| 3Y | +651.5% | +66.5% | +585.1% | +396.6% |
| 5Y | +1,411.1% | +1.2% | +1,409.9% | +1,208.3% |
| 10Y | +1,424.3% | +191.4% | +1,232.9% | +494.2% |
| All | +904.4% | +124.8% | +779.5% | +327.8% |
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