+5,331.8%
CF vs SONY
+364.0%
+4,967.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.4% |
| 7D | -3.2% | +6.7% | -9.9% | -5.5% |
| 30D | +4.3% | +14.8% | -10.5% | -1.0% |
| 3M | +2.8% | +16.9% | -14.1% | -3.3% |
| 6M | +0.6% | +30.2% | -29.6% | -9.7% |
| YTD | +56.6% | +5.5% | +51.2% | +50.7% |
| 1Y | +49.6% | -4.6% | +54.2% | +49.3% |
| 3Y | +61.5% | +57.2% | +4.3% | +27.3% |
| 5Y | +124.0% | +12.1% | +111.9% | +96.3% |
| 10Y | +573.2% | +361.6% | +211.6% | +212.8% |
| All | +5,331.8% | +364.0% | +4,967.9% | +2,112.6% |
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 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