+63.1%
CVE vs SONY
+429.4%
-366.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | -10.0% | +5.2% | -15.2% | -11.8% |
| 30D | -11.9% | +10.7% | -22.6% | -15.4% |
| 3M | -5.9% | +12.1% | -18.1% | -10.4% |
| 6M | -1.6% | +32.6% | -34.1% | -12.4% |
| YTD | +66.3% | +4.3% | +61.9% | +60.7% |
| 1Y | +57.5% | -4.5% | +62.0% | +57.2% |
| 3Y | +65.4% | +56.9% | +8.5% | +32.8% |
| 5Y | +144.2% | +12.5% | +131.7% | +118.4% |
| 10Y | +135.5% | +371.7% | -236.2% | +26.9% |
| All | +63.1% | +429.4% | -366.3% | -13.4% |
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