+135.5%
CVE vs SONY
+10.8%
+124.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -16.1% | +6.7% | -22.9% | -17.7% |
| 30D | -10.4% | +14.8% | -25.2% | -14.0% |
| 3M | -2.4% | +16.9% | -19.3% | -7.0% |
| 6M | -4.4% | +30.2% | -34.7% | -12.2% |
| YTD | +64.9% | +5.5% | +59.5% | +61.5% |
| 1Y | +66.0% | -4.6% | +70.6% | +67.9% |
| 3Y | +57.7% | +57.2% | +0.4% | +32.0% |
| All | +135.5% | +10.8% | +124.8% | +105.2% |
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