+5.6%
CNC vs SONY
+9.6%
-4.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.3% |
| 7D | -0.9% | -2.7% | +1.8% | -0.6% |
| 30D | -1.0% | +1.5% | -2.5% | -1.1% |
| 3M | +4.5% | +13.0% | -8.5% | +2.8% |
| 6M | +85.2% | +11.2% | +74.0% | +82.2% |
| YTD | +61.4% | -6.6% | +68.1% | +62.8% |
| 1Y | +94.9% | -18.1% | +113.0% | +100.1% |
| 3Y | 0.0% | +42.1% | -42.1% | -7.1% |
| All | +5.6% | +9.6% | -4.0% | +3.7% |
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