+61.2%
CVS vs ALLY
+172.1%
-110.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +10.4% | -2.1% | +12.5% | +10.8% |
| 30D | +3.3% | +2.0% | +1.3% | +2.6% |
| 3M | -4.5% | -13.3% | +8.8% | -2.0% |
| 6M | -4.4% | -9.9% | +5.5% | -2.9% |
| YTD | +16.6% | -13.5% | +30.2% | +18.9% |
| 1Y | +15.3% | -2.8% | +18.1% | +14.7% |
| 3Y | +48.6% | +63.4% | -14.9% | +29.3% |
| 5Y | +12.9% | -10.9% | +23.8% | +8.9% |
| All | +61.2% | +172.1% | -110.8% | +28.0% |
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