+401.3%
CAH vs ALLY
-0.2%
+401.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.4% |
| 7D | +0.5% | +1.0% | -0.6% | +0.4% |
| 30D | +1.7% | -3.3% | +5.0% | +2.0% |
| 3M | +17.9% | +0.5% | +17.4% | +17.8% |
| 6M | +10.9% | +12.6% | -1.7% | +9.7% |
| YTD | +17.9% | -4.7% | +22.5% | +18.0% |
| 1Y | +61.7% | +5.2% | +56.5% | +60.3% |
| 3Y | +183.7% | +66.5% | +117.3% | +162.6% |
| 5Y | +401.3% | +0.2% | +401.1% | +403.5% |
| All | +401.3% | -0.2% | +401.6% | +403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling