+21.3%
CNH vs SONY
-18.6%
+39.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.0% |
| 7D | -2.5% | -5.8% | +3.3% | -1.0% |
| 30D | +27.0% | -0.4% | +27.4% | +27.2% |
| 3M | +32.6% | +13.3% | +19.3% | +28.3% |
| 6M | +23.6% | +8.5% | +15.1% | +19.9% |
| YTD | +47.8% | -8.1% | +56.0% | +51.0% |
| 1Y | +21.3% | -17.9% | +39.2% | +29.8% |
| All | +21.3% | -18.6% | +39.8% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling