+7,463.6%
CI vs SONY
+543.6%
+6,920.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +4.4% | +9.4% | -5.0% | +2.3% |
| 3M | +0.7% | +10.5% | -9.8% | -1.9% |
| 6M | +0.3% | +11.7% | -11.3% | -2.7% |
| YTD | +3.8% | -4.1% | +7.9% | +4.1% |
| 1Y | -5.5% | -11.8% | +6.3% | -3.6% |
| 3Y | +8.1% | +45.9% | -37.8% | -4.1% |
| 5Y | +42.8% | +16.3% | +26.5% | +31.4% |
| 10Y | +143.9% | +297.6% | -153.7% | +64.6% |
| All | +7,463.6% | +543.6% | +6,920.0% | +3,704.0% |
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