+306.8%
CFG vs SONY
+276.5%
+30.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.6% | -4.9% | +4.3% | +1.4% |
| 30D | -4.5% | -1.6% | -2.9% | -4.1% |
| 3M | +6.3% | +10.0% | -3.7% | +1.7% |
| 6M | +20.6% | +8.4% | +12.2% | +15.3% |
| YTD | +21.2% | -8.4% | +29.7% | +24.0% |
| 1Y | +38.2% | -18.4% | +56.5% | +47.8% |
| 3Y | +185.9% | +41.0% | +145.0% | +136.2% |
| 5Y | +97.0% | +9.3% | +87.7% | +77.2% |
| 10Y | +306.8% | +281.7% | +25.1% | +149.2% |
| All | +306.8% | +276.5% | +30.3% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling