+135.8%
CVE vs ALLY
+194.4%
-58.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.1% |
| 7D | -14.1% | -1.1% | -12.9% | -13.9% |
| 30D | -11.6% | +4.2% | -15.8% | -13.9% |
| 3M | 0.0% | -12.4% | +12.4% | +6.0% |
| 6M | -8.4% | -8.7% | +0.3% | -6.3% |
| YTD | +65.9% | -11.6% | +77.6% | +69.8% |
| 1Y | +69.4% | +0.2% | +69.3% | +61.3% |
| 3Y | +55.9% | +57.1% | -1.2% | +10.0% |
| 5Y | +146.2% | -6.8% | +153.0% | +117.1% |
| All | +135.8% | +194.4% | -58.5% | +17.7% |
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