+34.2%
CVS vs SONY
+8.8%
+25.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -2.0% | -5.8% | +3.8% | -1.2% |
| 30D | +1.9% | -0.4% | +2.3% | +2.0% |
| 3M | -2.2% | +13.3% | -15.5% | -4.0% |
| 6M | +26.7% | +8.5% | +18.2% | +25.0% |
| YTD | +22.9% | -8.1% | +31.0% | +23.8% |
| 1Y | +32.9% | -17.9% | +50.8% | +35.8% |
| 3Y | +62.3% | +41.4% | +20.8% | +50.9% |
| 5Y | +34.2% | +9.3% | +25.0% | +27.1% |
| All | +34.2% | +8.8% | +25.5% | +27.1% |
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