+5.6%
CDE vs SONY
-6.4%
+12.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.2% | +6.5% | +7.5% |
| 7D | +1.1% | +2.9% | -1.8% | -0.4% |
| 30D | -14.5% | +10.2% | -24.7% | -19.4% |
| 3M | -10.1% | +16.1% | -26.2% | -18.6% |
| 6M | -16.9% | +32.1% | -49.0% | -34.8% |
| YTD | -18.1% | +1.4% | -19.5% | -20.9% |
| 1Y | +5.6% | -7.0% | +12.6% | +9.7% |
| All | +5.6% | -6.4% | +12.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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