+89.9%
CVE vs SONY
+386.8%
-296.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.9% |
| 30D | +16.7% | +9.4% | +7.3% | +12.8% |
| 3M | +9.3% | +10.5% | -1.2% | +4.7% |
| 6M | +43.6% | +11.7% | +31.9% | +36.1% |
| YTD | +93.6% | -4.1% | +97.6% | +93.9% |
| 1Y | +98.8% | -11.8% | +110.5% | +104.8% |
| 3Y | +73.6% | +45.9% | +27.7% | +43.4% |
| 5Y | +312.5% | +16.3% | +296.2% | +264.9% |
| 10Y | +161.0% | +297.6% | -136.6% | +49.7% |
| All | +89.9% | +386.8% | -296.9% | +4.5% |
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