+626.9%
CEG vs SONY
+6.6%
+620.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +1.3% | -4.9% | +6.2% | +2.6% |
| 30D | +8.8% | -1.6% | +10.4% | +9.2% |
| 3M | +17.0% | +10.0% | +7.0% | +13.3% |
| 6M | -8.7% | +8.4% | -17.1% | -11.7% |
| YTD | -16.4% | -8.4% | -8.0% | -14.7% |
| 1Y | -1.8% | -18.4% | +16.6% | +3.8% |
| 3Y | +175.8% | +41.0% | +134.8% | +142.4% |
| All | +626.9% | +6.6% | +620.4% | +553.6% |
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