+52.0%
CVS vs ALLY
+201.0%
-149.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.5% |
| 7D | -3.7% | -0.2% | -3.5% | -3.8% |
| 30D | -0.3% | +3.4% | -3.8% | -1.2% |
| 3M | -10.3% | -11.1% | +0.8% | -8.4% |
| 6M | -4.6% | -11.5% | +6.9% | -2.7% |
| YTD | +10.7% | -12.3% | +23.1% | +12.6% |
| 1Y | +11.2% | +1.1% | +10.1% | +9.8% |
| 3Y | +43.0% | +64.8% | -21.8% | +24.3% |
| 5Y | +8.6% | -6.9% | +15.5% | +3.7% |
| 10Y | +52.0% | +194.9% | -143.0% | +20.7% |
| All | +52.0% | +201.0% | -149.1% | +20.7% |
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