+13.3%
CVS vs ALLY
+0.5%
+12.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.7% | +1.7% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | -0.3% | +3.4% | -3.8% | -0.4% |
| 3M | -10.3% | -11.1% | +0.8% | -9.9% |
| 6M | -4.6% | -11.5% | +6.9% | -4.3% |
| YTD | +10.7% | -12.3% | +23.1% | +11.5% |
| All | +13.3% | +0.5% | +12.8% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling