+260.1%
CHD vs ALLY
+124.8%
+135.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.8% |
| 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% | +4.3% |
| 3Y | +6.1% | +66.5% | -60.3% | +2.8% |
| 5Y | +24.0% | +1.2% | +22.8% | +21.6% |
| 10Y | +124.5% | +191.4% | -67.0% | +101.1% |
| All | +260.1% | +124.8% | +135.3% | +230.4% |
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