+76.1%
CME vs SONY
+9.8%
+66.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.6% | -4.9% | +4.3% | -0.3% |
| 30D | +4.7% | -1.6% | +6.3% | +4.8% |
| 3M | +7.8% | +10.0% | -2.2% | +7.1% |
| 6M | -11.0% | +8.4% | -19.4% | -11.6% |
| YTD | +4.0% | -8.4% | +12.5% | +4.7% |
| 1Y | +9.1% | -18.4% | +27.5% | +10.8% |
| 3Y | +52.3% | +41.0% | +11.3% | +44.0% |
| 5Y | +76.1% | +9.3% | +66.8% | +69.4% |
| All | +76.1% | +9.8% | +66.3% | +69.4% |
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