+7,212.2%
CB vs SONY
+852.5%
+6,359.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.9% |
| 7D | +0.7% | +5.2% | -4.5% | -0.6% |
| 30D | +8.2% | +10.7% | -2.6% | +5.4% |
| 3M | +6.3% | +12.1% | -5.8% | +3.2% |
| 6M | +16.2% | +32.6% | -16.4% | +7.8% |
| YTD | +19.3% | +4.3% | +15.0% | +17.0% |
| 1Y | +29.2% | -4.5% | +33.7% | +29.3% |
| 3Y | +71.4% | +56.9% | +14.6% | +48.0% |
| 5Y | +104.2% | +12.5% | +91.8% | +88.5% |
| 10Y | +246.7% | +371.7% | -125.1% | +115.1% |
| All | +7,212.2% | +852.5% | +6,359.8% | +3,313.9% |
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