+473.8%
CMS vs SONY
+594.1%
-120.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.1% | +2.1% | -3.2% | -1.5% |
| 30D | +6.6% | +9.2% | -2.6% | +5.1% |
| 3M | +0.8% | +12.2% | -11.4% | -1.1% |
| 6M | -3.3% | +24.4% | -27.8% | -6.9% |
| YTD | +2.7% | +3.5% | -0.8% | +1.6% |
| 1Y | -4.0% | -9.2% | +5.1% | -3.2% |
| 3Y | +37.6% | +55.6% | -18.0% | +25.8% |
| 5Y | +35.4% | +12.0% | +23.5% | +28.9% |
| 10Y | +136.0% | +363.7% | -227.6% | +74.1% |
| All | +473.8% | +594.1% | -120.4% | +265.4% |
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