+40.5%
CVS vs ALLY
+178.4%
-137.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | +0.4% | -3.3% | +3.7% | +1.0% |
| 3M | -0.4% | +0.5% | -0.9% | -0.7% |
| 6M | +25.1% | +12.6% | +12.6% | +21.6% |
| YTD | +23.9% | -4.7% | +28.6% | +24.2% |
| 1Y | +41.1% | +5.2% | +35.8% | +38.1% |
| 3Y | +63.6% | +66.5% | -2.9% | +41.8% |
| 5Y | +31.5% | +0.2% | +31.3% | +23.7% |
| 10Y | +40.5% | +180.8% | -140.3% | -5.3% |
| All | +40.5% | +178.4% | -137.9% | -5.3% |
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