+105.2%
CNH vs SONY
+373.2%
-268.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.1% |
| 7D | +3.0% | +0.3% | +2.8% | +2.9% |
| 30D | -0.6% | +11.1% | -11.7% | -5.2% |
| 3M | +14.6% | +14.7% | 0.0% | +7.8% |
| 6M | +11.8% | +18.8% | -7.0% | +2.7% |
| YTD | +30.4% | +5.7% | +24.7% | +25.4% |
| 1Y | +19.1% | -8.1% | +27.1% | +21.6% |
| 3Y | +30.2% | +64.0% | -33.8% | -1.2% |
| 5Y | -17.8% | +12.6% | -30.5% | -27.0% |
| All | +105.2% | +373.2% | -268.0% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling