+639.5%
CEG vs SONY
+11.6%
+627.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.6% | +6.5% | +5.3% |
| 7D | +8.0% | -1.2% | +9.2% | +8.3% |
| 30D | +12.9% | +9.4% | +3.5% | +10.1% |
| 3M | +13.2% | +10.5% | +2.7% | +9.7% |
| 6M | -7.0% | +11.7% | -18.7% | -10.6% |
| YTD | -15.0% | -4.1% | -10.9% | -14.2% |
| 1Y | -2.7% | -11.8% | +9.1% | +0.5% |
| 3Y | +184.1% | +45.9% | +138.2% | +147.7% |
| All | +639.5% | +11.6% | +627.8% | +556.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling