+192.3%
CAH vs ALLY
+74.0%
+118.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +5.4% | +3.7% | +1.7% | +5.3% |
| 30D | +3.3% | -2.3% | +5.6% | +3.4% |
| 3M | +22.8% | +3.8% | +19.0% | +22.6% |
| 6M | +11.3% | +9.7% | +1.6% | +11.0% |
| YTD | +21.1% | -1.4% | +22.6% | +21.0% |
| 1Y | +67.2% | +8.2% | +59.0% | +66.8% |
| All | +192.3% | +74.0% | +118.3% | +189.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling