+10.3%
CNH vs ALLY
+63.1%
-52.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +23.3% | +3.7% | +19.6% | +21.2% |
| 30D | +33.5% | -2.3% | +35.7% | +34.8% |
| 3M | +32.7% | +3.8% | +28.9% | +30.3% |
| 6M | +22.2% | +9.7% | +12.5% | +16.6% |
| YTD | +57.7% | -1.4% | +59.1% | +57.7% |
| 1Y | +28.0% | +8.2% | +19.7% | +21.8% |
| All | +10.3% | +63.1% | -52.8% | -18.2% |
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