+488.4%
CRS vs ALLY
+98.1%
+390.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.9% |
| 7D | -1.7% | +0.9% | -2.6% | -2.4% |
| 30D | -28.8% | +3.1% | -31.9% | -30.5% |
| 3M | -50.0% | -12.6% | -37.4% | -45.8% |
| 6M | -39.2% | -12.4% | -26.8% | -34.5% |
| YTD | -11.4% | -13.2% | +1.7% | -4.8% |
| 1Y | -11.7% | +1.8% | -13.5% | -14.5% |
| 3Y | +319.6% | +58.0% | +261.7% | +187.0% |
| 5Y | +794.8% | -8.4% | +803.2% | +724.0% |
| 10Y | +926.9% | +195.3% | +731.6% | +299.1% |
| All | +488.4% | +98.1% | +390.3% | +170.6% |
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