+8,015.2%
CI vs SONY
+594.1%
+7,421.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | +6.4% | +9.2% | -2.8% | +4.2% |
| 3M | +10.7% | +12.2% | -1.5% | +7.7% |
| 6M | +5.5% | +24.4% | -19.0% | -0.1% |
| YTD | +11.4% | +3.5% | +7.9% | +9.7% |
| 1Y | +15.0% | -9.2% | +24.2% | +16.6% |
| 3Y | +9.0% | +55.6% | -46.6% | -4.6% |
| 5Y | +52.0% | +12.0% | +40.0% | +41.4% |
| 10Y | +150.9% | +363.7% | -212.7% | +63.6% |
| All | +8,015.2% | +594.1% | +7,421.0% | +3,909.3% |
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