+72.3%
CB vs SONY
+59.2%
+13.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.6% |
| 7D | +0.2% | +6.7% | -6.5% | -0.4% |
| 30D | +9.1% | +14.8% | -5.7% | +7.7% |
| 3M | +3.4% | +16.9% | -13.5% | +2.0% |
| 6M | +14.1% | +30.2% | -16.2% | +11.4% |
| YTD | +18.0% | +5.5% | +12.5% | +17.2% |
| 1Y | +30.1% | -4.6% | +34.7% | +30.1% |
| All | +72.3% | +59.2% | +13.2% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling