+24.6%
CHD vs ALLY
+1.6%
+23.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.4% | -0.1% |
| 7D | -2.7% | +3.7% | -6.4% | -2.8% |
| 30D | -4.6% | -2.3% | -2.4% | -4.5% |
| 3M | +5.0% | +3.8% | +1.2% | +4.9% |
| 6M | -3.2% | +9.7% | -12.9% | -3.6% |
| YTD | +18.6% | -1.4% | +20.1% | +18.6% |
| 1Y | +4.8% | +8.2% | -3.4% | +4.4% |
| 3Y | +6.1% | +66.5% | -60.3% | +2.5% |
| All | +24.6% | +1.6% | +23.0% | +20.7% |
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 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