+19,104.6%
CMI vs SONY
+516.3%
+18,588.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +0.8% | -5.8% | +6.6% | +2.9% |
| 30D | -12.8% | -0.4% | -12.4% | -12.8% |
| 3M | -12.4% | +13.3% | -25.7% | -17.0% |
| 6M | -0.9% | +8.5% | -9.4% | -4.6% |
| YTD | +8.9% | -8.1% | +17.0% | +10.9% |
| 1Y | +37.7% | -17.9% | +55.6% | +45.2% |
| 3Y | +148.9% | +41.4% | +107.4% | +112.5% |
| 5Y | +164.4% | +9.3% | +155.1% | +142.3% |
| 10Y | +506.9% | +283.0% | +223.9% | +241.1% |
| All | +19,104.6% | +516.3% | +18,588.3% | +8,311.1% |
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