+188.5%
CFG vs SONY
+41.5%
+147.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.1% |
| 7D | +2.7% | -5.2% | +7.8% | +4.2% |
| 30D | -3.7% | +0.3% | -4.0% | -3.9% |
| 3M | +9.5% | +6.2% | +3.2% | +7.2% |
| 6M | +22.2% | +9.5% | +12.7% | +18.0% |
| YTD | +22.3% | -8.1% | +30.4% | +25.1% |
| 1Y | +39.4% | -17.9% | +57.4% | +48.1% |
| 3Y | +188.5% | +41.5% | +147.0% | +147.4% |
| All | +188.5% | +41.5% | +147.0% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling