+3,994.3%
CMG vs SONY
+190.1%
+3,804.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -6.5% | -4.9% | -1.6% | -5.2% |
| 30D | +12.1% | -1.6% | +13.7% | +12.6% |
| 3M | +20.6% | +10.0% | +10.6% | +17.0% |
| 6M | +2.1% | +8.4% | -6.3% | -0.9% |
| YTD | -2.6% | -8.4% | +5.8% | -1.1% |
| 1Y | -8.7% | -18.4% | +9.7% | -4.4% |
| 3Y | -7.4% | +41.0% | -48.3% | -18.9% |
| 5Y | -5.7% | +9.3% | -14.9% | -11.9% |
| 10Y | +322.3% | +281.7% | +40.6% | +176.9% |
| All | +3,994.3% | +190.1% | +3,804.2% | +2,563.5% |
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