+41.9%
CMI vs SONY
-10.8%
+52.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.1% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -13.4% | +9.4% | -22.9% | -15.1% |
| 3M | -17.0% | +10.5% | -27.5% | -18.3% |
| 6M | -1.6% | +11.7% | -13.3% | -4.9% |
| YTD | +11.0% | -4.1% | +15.0% | +8.9% |
| 1Y | +41.9% | -11.8% | +53.7% | +41.6% |
| All | +41.9% | -10.8% | +52.7% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling