+99.5%
CVS vs ALLY
+124.8%
-25.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +3.7% | +0.3% | +3.2% |
| 30D | -2.4% | -2.3% | -0.1% | -2.0% |
| 3M | +2.7% | +3.8% | -1.2% | +1.7% |
| 6M | +21.9% | +9.7% | +12.2% | +19.1% |
| YTD | +24.7% | -1.4% | +26.2% | +24.2% |
| 1Y | +35.4% | +8.2% | +27.2% | +32.0% |
| 3Y | +65.2% | +66.5% | -1.3% | +43.9% |
| 5Y | +30.5% | +1.2% | +29.3% | +22.7% |
| 10Y | +40.4% | +191.4% | -151.1% | +0.8% |
| All | +99.5% | +124.8% | -25.3% | +49.1% |
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