+54.4%
CVS vs SONY
+42.2%
+12.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -2.2% | -2.7% | +0.5% | -1.9% |
| 30D | -0.1% | +1.5% | -1.6% | -0.2% |
| 3M | -5.2% | +13.0% | -18.2% | -6.6% |
| 6M | +26.9% | +11.2% | +15.7% | +25.0% |
| YTD | +22.1% | -6.6% | +28.7% | +22.6% |
| 1Y | +30.8% | -18.1% | +48.9% | +33.0% |
| 3Y | +54.4% | +42.1% | +12.3% | +41.2% |
| All | +54.4% | +42.2% | +12.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling