+272.2%
CME vs SONY
+286.8%
-14.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -2.4% | -5.8% | +3.4% | -1.3% |
| 30D | +6.2% | -0.4% | +6.6% | +6.2% |
| 3M | +4.4% | +13.3% | -8.9% | +1.9% |
| 6M | -9.6% | +8.5% | -18.1% | -11.4% |
| YTD | +3.8% | -8.1% | +11.9% | +4.9% |
| 1Y | +9.5% | -17.9% | +27.4% | +12.9% |
| 3Y | +51.9% | +41.4% | +10.5% | +35.9% |
| 5Y | +78.7% | +9.3% | +69.4% | +67.6% |
| All | +272.2% | +286.8% | -14.6% | +151.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling