+362.4%
CFG vs SONY
+652.2%
-289.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | +1.5% | -1.2% | +2.7% | +1.9% |
| 30D | -3.8% | +9.4% | -13.3% | -7.0% |
| 3M | +11.5% | +10.5% | +1.0% | +7.0% |
| 6M | +19.2% | +11.7% | +7.5% | +13.4% |
| YTD | +23.7% | -4.1% | +27.8% | +24.1% |
| 1Y | +38.8% | -11.8% | +50.6% | +43.2% |
| 3Y | +178.9% | +45.9% | +133.0% | +134.5% |
| 5Y | +101.8% | +16.3% | +85.5% | +80.6% |
| 10Y | +317.3% | +297.6% | +19.7% | +159.5% |
| All | +362.4% | +652.2% | -289.8% | +150.3% |
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