+4,369.3%
CNC vs SONY
+203.7%
+4,165.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -4.9% | -4.9% | 0.0% | -3.5% |
| 30D | -3.8% | -1.6% | -2.2% | -3.3% |
| 3M | -3.2% | +10.0% | -13.2% | -6.2% |
| 6M | +47.9% | +8.4% | +39.5% | +43.4% |
| YTD | +55.7% | -8.4% | +64.1% | +58.0% |
| 1Y | +106.2% | -18.4% | +124.6% | +115.7% |
| 3Y | -2.1% | +41.0% | -43.0% | -14.8% |
| 5Y | +3.4% | +9.3% | -5.9% | -5.2% |
| 10Y | +91.7% | +281.7% | -190.0% | +17.2% |
| All | +4,369.3% | +203.7% | +4,165.6% | +2,364.7% |
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 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