+326.8%
CFG vs SONY
+718.1%
-391.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.7% | +5.2% | -4.5% | -1.2% |
| 30D | +2.8% | +10.7% | -8.0% | -1.0% |
| 3M | -10.1% | +12.1% | -22.2% | -13.9% |
| 6M | +3.2% | +32.6% | -29.4% | -7.8% |
| YTD | +14.2% | +4.3% | +9.9% | +11.0% |
| 1Y | +27.4% | -4.5% | +31.9% | +27.7% |
| 3Y | +187.6% | +56.9% | +130.7% | +135.3% |
| 5Y | +65.7% | +12.5% | +53.2% | +50.1% |
| 10Y | +219.7% | +371.7% | -152.1% | +89.5% |
| All | +326.8% | +718.1% | -391.3% | +123.8% |
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