+459.7%
CMS vs SONY
+543.6%
-83.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +0.4% | -1.2% | +1.5% | +0.5% |
| 30D | -3.6% | +9.4% | -13.0% | -5.0% |
| 3M | -1.9% | +10.5% | -12.4% | -3.6% |
| 6M | -11.0% | +11.7% | -22.7% | -12.8% |
| YTD | +0.2% | -4.1% | +4.3% | +0.3% |
| 1Y | -1.3% | -11.8% | +10.5% | -0.1% |
| 3Y | +35.9% | +45.9% | -10.0% | +25.5% |
| 5Y | +23.1% | +16.3% | +6.8% | +16.2% |
| 10Y | +117.9% | +297.6% | -179.7% | +64.8% |
| All | +459.7% | +543.6% | -83.9% | +260.9% |
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