+604.3%
CEG vs SONY
+8.6%
+595.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -4.8% | -2.7% | -2.1% | -4.1% |
| 30D | +2.3% | +1.5% | +0.8% | +1.8% |
| 3M | +15.6% | +13.0% | +2.6% | +11.1% |
| 6M | -5.0% | +11.2% | -16.2% | -8.8% |
| YTD | -19.0% | -6.6% | -12.4% | -17.7% |
| 1Y | -10.0% | -18.1% | +8.2% | -4.8% |
| 3Y | +163.9% | +42.1% | +121.9% | +131.7% |
| All | +604.3% | +8.6% | +595.7% | +529.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling