-46.7%
CMCSA vs SONY
+8.8%
-55.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | -5.6% | -5.8% | +0.2% | -4.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +6.4% | +13.3% | -6.9% | +2.7% |
| 6M | -16.9% | +8.5% | -25.4% | -19.1% |
| YTD | -6.8% | -8.1% | +1.3% | -5.1% |
| 1Y | -15.9% | -17.9% | +2.0% | -11.9% |
| 3Y | -33.4% | +41.4% | -74.9% | -42.0% |
| 5Y | -46.7% | +9.3% | -56.0% | -52.4% |
| All | -46.7% | +8.8% | -55.5% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling