+7,715.0%
CME vs SONY
+278.1%
+7,436.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | +0.3% |
| 7D | +3.9% | +0.3% | +3.7% | +3.9% |
| 30D | +11.3% | +11.1% | +0.2% | +7.8% |
| 3M | +19.6% | +14.7% | +4.9% | +14.6% |
| 6M | +8.1% | +18.8% | -10.7% | +1.9% |
| YTD | +20.4% | +5.7% | +14.7% | +16.9% |
| 1Y | +16.5% | -8.1% | +24.5% | +18.0% |
| 3Y | +66.4% | +64.0% | +2.5% | +35.6% |
| 5Y | +74.5% | +12.6% | +61.8% | +56.6% |
| 10Y | +308.5% | +373.8% | -65.4% | +110.7% |
| All | +7,715.0% | +278.1% | +7,436.9% | +3,736.4% |
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