-7.1%
CMG vs SONY
+42.2%
-49.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.1% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | +10.9% | +1.5% | +9.4% | +10.6% |
| 3M | +15.8% | +13.0% | +2.8% | +13.2% |
| 6M | +6.9% | +11.2% | -4.3% | +4.4% |
| YTD | -2.2% | -6.6% | +4.5% | -1.5% |
| 1Y | -7.1% | -18.1% | +11.0% | -4.1% |
| 3Y | -7.1% | +42.1% | -49.2% | -10.6% |
| All | -7.1% | +42.2% | -49.4% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling