+74.2%
CVS vs ALLY
+98.1%
-23.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.4% |
| 7D | -7.1% | +0.9% | -8.0% | -7.4% |
| 30D | -4.0% | +3.1% | -7.1% | -4.8% |
| 3M | -12.2% | -12.6% | +0.3% | -10.1% |
| 6M | -2.2% | -12.4% | +10.3% | 0.0% |
| YTD | +8.9% | -13.2% | +22.1% | +11.0% |
| 1Y | +9.9% | +1.8% | +8.0% | +8.3% |
| 3Y | +32.1% | +58.0% | -25.9% | +16.1% |
| 5Y | +5.7% | -8.4% | +14.1% | +1.2% |
| 10Y | +39.0% | +195.3% | -156.2% | -0.1% |
| All | +74.2% | +98.1% | -23.9% | +33.2% |
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