+1,893.3%
CVS vs SONY
+516.6%
+1,376.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.1% |
| 7D | -1.6% | -5.2% | +3.6% | -0.6% |
| 30D | +0.4% | +0.3% | +0.1% | +0.3% |
| 3M | -0.4% | +6.2% | -6.7% | -1.9% |
| 6M | +25.1% | +9.5% | +15.6% | +22.4% |
| YTD | +23.9% | -8.1% | +32.0% | +25.2% |
| 1Y | +41.1% | -17.9% | +59.0% | +45.4% |
| 3Y | +63.6% | +41.5% | +22.1% | +49.2% |
| 5Y | +31.5% | +11.8% | +19.7% | +23.8% |
| 10Y | +40.5% | +275.4% | -234.9% | +1.9% |
| All | +1,893.3% | +516.6% | +1,376.7% | +985.9% |
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