+47.2%
CNH vs ALLY
+98.1%
-50.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.6% |
| 7D | -1.7% | +0.9% | -2.6% | -2.2% |
| 30D | -7.2% | +3.1% | -10.3% | -8.8% |
| 3M | +6.5% | -12.6% | +19.1% | +13.3% |
| 6M | +7.9% | -12.4% | +20.3% | +14.4% |
| YTD | +26.6% | -13.2% | +39.7% | +34.2% |
| 1Y | +13.8% | +1.8% | +11.9% | +11.6% |
| 3Y | +9.2% | +58.0% | -48.8% | -15.7% |
| 5Y | -15.6% | -8.4% | -7.2% | -19.7% |
| 10Y | +119.2% | +195.3% | -76.1% | +11.3% |
| All | +47.2% | +98.1% | -50.9% | -18.8% |
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