+105.2%
CNH vs ALLY
+174.3%
-69.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.9% |
| 7D | +3.0% | +0.4% | +2.7% | +2.9% |
| 30D | -0.6% | +5.2% | -5.8% | -3.1% |
| 3M | +14.6% | -13.3% | +27.9% | +22.6% |
| 6M | +11.8% | -6.7% | +18.4% | +15.2% |
| YTD | +30.4% | -12.8% | +43.3% | +38.2% |
| 1Y | +19.1% | +0.7% | +18.4% | +17.6% |
| 3Y | +30.2% | +65.2% | -35.0% | -1.8% |
| 5Y | -17.8% | -10.1% | -7.7% | -20.7% |
| All | +105.2% | +174.3% | -69.1% | +19.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling