+152.5%
CNH vs SONY
+286.8%
-134.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -2.5% | -5.8% | +3.3% | 0.0% |
| 30D | +27.0% | -0.4% | +27.4% | +27.2% |
| 3M | +32.6% | +13.3% | +19.3% | +25.0% |
| 6M | +23.6% | +8.5% | +15.1% | +18.1% |
| YTD | +47.8% | -8.1% | +56.0% | +51.4% |
| 1Y | +21.3% | -17.9% | +39.2% | +30.0% |
| 3Y | +7.0% | +41.4% | -34.5% | -13.4% |
| 5Y | +10.2% | +9.3% | +0.9% | -1.5% |
| All | +152.5% | +286.8% | -134.4% | +30.8% |
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