+162.3%
CVE vs ALLY
+191.1%
-28.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.5% |
| 7D | +2.5% | +3.7% | -1.2% | +0.6% |
| 30D | +16.7% | -2.3% | +19.0% | +17.9% |
| 3M | +9.3% | +3.8% | +5.4% | +6.0% |
| 6M | +43.6% | +9.7% | +33.9% | +33.1% |
| YTD | +93.6% | -1.4% | +95.0% | +88.7% |
| 1Y | +98.8% | +8.2% | +90.5% | +82.6% |
| 3Y | +73.6% | +66.5% | +7.1% | +19.3% |
| 5Y | +312.5% | +1.2% | +311.3% | +251.5% |
| All | +162.3% | +191.1% | -28.9% | +27.4% |
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