+62.4%
CVE vs ALLY
+124.8%
-62.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +82.7% |
| 3Y | +73.6% | +66.5% | +7.1% | +19.9% |
| 5Y | +312.5% | +1.2% | +311.3% | +250.5% |
| 10Y | +161.0% | +191.4% | -30.4% | +18.3% |
| All | +62.4% | +124.8% | -62.5% | -23.4% |
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 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