+5.6%
CVS vs SONY
-6.4%
+11.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.2% | -14.7% | -12.8% |
| 7D | -11.1% | +2.9% | -14.0% | -11.5% |
| 30D | -7.4% | +10.2% | -17.7% | -9.0% |
| 3M | -22.9% | +16.1% | -39.0% | -24.6% |
| 6M | -1.2% | +32.1% | -33.3% | -6.5% |
| YTD | +3.9% | +1.4% | +2.5% | +4.1% |
| 1Y | +5.6% | -7.0% | +12.6% | +7.8% |
| All | +5.6% | -6.4% | +11.9% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling