+223.5%
CB vs SONY
+276.5%
-53.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -0.5% | -4.9% | +4.4% | +0.6% |
| 30D | -3.1% | -1.6% | -1.5% | -2.8% |
| 3M | +4.2% | +10.0% | -5.8% | +1.7% |
| 6M | +4.7% | +8.4% | -3.7% | +2.3% |
| YTD | +8.8% | -8.4% | +17.3% | +10.4% |
| 1Y | +22.6% | -18.4% | +41.0% | +27.3% |
| 3Y | +70.6% | +41.0% | +29.7% | +50.8% |
| 5Y | +99.4% | +9.3% | +90.2% | +85.6% |
| 10Y | +223.5% | +281.7% | -58.2% | +123.3% |
| All | +223.5% | +276.5% | -53.0% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling