+4,711.1%
CVX vs SONY
+516.6%
+4,194.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.5% |
| 7D | -0.6% | -5.2% | +4.6% | +0.5% |
| 30D | +13.4% | +0.3% | +13.1% | +13.3% |
| 3M | +11.8% | +6.2% | +5.6% | +10.0% |
| 6M | +12.4% | +9.5% | +2.9% | +9.4% |
| YTD | +41.5% | -8.1% | +49.6% | +42.9% |
| 1Y | +41.6% | -17.9% | +59.5% | +46.3% |
| 3Y | +42.2% | +41.5% | +0.7% | +27.9% |
| 5Y | +166.0% | +11.8% | +154.1% | +148.1% |
| 10Y | +207.2% | +275.4% | -68.2% | +115.5% |
| All | +4,711.1% | +516.6% | +4,194.6% | +2,648.8% |
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 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