+35.3%
CMS vs SONY
+11.8%
+23.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.9% | +6.1% | -7.0% | -1.5% |
| 30D | +7.1% | +12.2% | -5.1% | +5.9% |
| 3M | -1.3% | +15.3% | -16.6% | -2.6% |
| 6M | -2.7% | +34.3% | -36.9% | -5.6% |
| YTD | +2.6% | +5.7% | -3.1% | +1.9% |
| 1Y | -2.0% | -2.3% | +0.3% | -1.9% |
| 3Y | +39.6% | +67.1% | -27.5% | +30.1% |
| 5Y | +35.3% | +13.0% | +22.3% | +23.8% |
| All | +35.3% | +11.8% | +23.5% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling