+593.0%
CEG vs SONY
+23.1%
+570.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +12.1% | +0.3% | +11.8% | +12.0% |
| 30D | +0.2% | +11.1% | -10.9% | -2.6% |
| 3M | +0.7% | +14.7% | -13.9% | -3.2% |
| 6M | +2.2% | +18.8% | -16.5% | -3.1% |
| YTD | -20.3% | +5.7% | -26.1% | -21.8% |
| 1Y | -16.1% | -8.1% | -8.0% | -13.9% |
| 3Y | +134.7% | +64.0% | +70.7% | +98.2% |
| All | +593.0% | +23.1% | +570.0% | +498.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling