+170.6%
CVX vs SONY
+8.8%
+161.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +0.7% | -5.8% | +6.5% | +1.6% |
| 30D | +9.1% | -0.4% | +9.5% | +9.1% |
| 3M | +13.1% | +13.3% | -0.2% | +10.8% |
| 6M | +16.3% | +8.5% | +7.8% | +14.5% |
| YTD | +43.5% | -8.1% | +51.6% | +45.3% |
| 1Y | +40.2% | -17.9% | +58.1% | +44.6% |
| 3Y | +44.2% | +41.4% | +2.8% | +33.3% |
| 5Y | +170.6% | +9.3% | +161.3% | +147.8% |
| All | +170.6% | +8.8% | +161.8% | +147.8% |
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 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