+6,781.2%
CME vs SONY
+243.0%
+6,538.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.6% | -1.2% | -0.4% | -1.2% |
| 30D | +6.2% | +9.4% | -3.2% | +3.4% |
| 3M | +10.4% | +10.5% | -0.1% | +6.7% |
| 6M | -9.5% | +11.7% | -21.2% | -13.3% |
| YTD | +6.0% | -4.1% | +10.1% | +6.2% |
| 1Y | +9.3% | -11.8% | +21.1% | +11.7% |
| 3Y | +57.7% | +45.9% | +11.8% | +32.8% |
| 5Y | +77.7% | +16.3% | +61.4% | +57.0% |
| 10Y | +281.2% | +297.6% | -16.4% | +108.0% |
| All | +6,781.2% | +243.0% | +6,538.2% | +3,383.4% |
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 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