+220.7%
CF vs SONY
+16.3%
+204.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | +6.0% | -1.2% | +7.2% | +6.2% |
| 30D | +14.8% | +9.4% | +5.4% | +13.5% |
| 3M | +14.1% | +10.5% | +3.6% | +12.6% |
| 6M | +28.5% | +11.7% | +16.8% | +26.5% |
| YTD | +74.9% | -4.1% | +79.0% | +76.3% |
| 1Y | +61.7% | -11.8% | +73.5% | +65.1% |
| 3Y | +80.3% | +45.9% | +34.4% | +65.8% |
| All | +220.7% | +16.3% | +204.5% | +187.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling