+38.2%
CFG vs SONY
-18.5%
+56.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.6% | -4.9% | +4.3% | +0.1% |
| 30D | -4.5% | -1.6% | -2.9% | -4.3% |
| 3M | +6.3% | +10.0% | -3.7% | +4.6% |
| 6M | +20.6% | +8.4% | +12.2% | +18.4% |
| YTD | +21.2% | -8.4% | +29.7% | +24.9% |
| 1Y | +38.2% | -18.4% | +56.5% | +49.4% |
| All | +38.2% | -18.5% | +56.7% | +49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling