+2,123.1%
CMCSA vs SONY
+526.3%
+1,596.8%
-67.9%
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% | -0.4% |
| 7D | -4.9% | -2.7% | -2.2% | -4.1% |
| 30D | -1.1% | +1.5% | -2.6% | -1.6% |
| 3M | +6.6% | +13.0% | -6.4% | +2.4% |
| 6M | -15.5% | +11.2% | -26.7% | -18.7% |
| YTD | -6.7% | -6.6% | 0.0% | -5.5% |
| 1Y | -15.6% | -18.1% | +2.5% | -11.3% |
| 3Y | -33.7% | +42.1% | -75.8% | -42.5% |
| 5Y | -46.6% | +11.0% | -57.7% | -50.9% |
| 10Y | +7.1% | +289.2% | -282.0% | -35.8% |
| All | +2,123.1% | +526.3% | +1,596.8% | +767.7% |
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