+6,646.7%
CB vs SONY
+775.8%
+5,870.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.8% |
| 30D | -3.1% | +9.4% | -12.6% | -5.3% |
| 3M | +9.0% | +10.5% | -1.5% | +6.0% |
| 6M | +2.9% | +11.7% | -8.8% | -0.5% |
| YTD | +10.1% | -4.1% | +14.2% | +10.3% |
| 1Y | +22.8% | -11.8% | +34.6% | +25.2% |
| 3Y | +73.8% | +45.9% | +27.9% | +52.7% |
| 5Y | +99.2% | +16.3% | +82.9% | +81.9% |
| 10Y | +218.2% | +297.6% | -79.4% | +106.1% |
| All | +6,646.7% | +775.8% | +5,870.9% | +3,119.4% |
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 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