-9.6%
CNH vs ALLY
-9.3%
-0.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.1% | -3.4% |
| 7D | +4.5% | -0.7% | +5.2% | +4.8% |
| 30D | +7.6% | +1.1% | +6.5% | +7.0% |
| 3M | +17.0% | -13.2% | +30.2% | +24.2% |
| 6M | +12.9% | -13.5% | +26.4% | +19.9% |
| YTD | +34.3% | -14.3% | +48.5% | +42.6% |
| 1Y | +28.5% | -1.1% | +29.7% | +28.3% |
| 3Y | +31.9% | +62.0% | -30.2% | +5.5% |
| 5Y | -9.6% | -9.6% | 0.0% | -7.6% |
| All | -9.6% | -9.3% | -0.3% | -7.6% |
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