+7.6%
CNH vs SONY
+40.0%
-32.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.2% | -1.4% | -4.5% |
| 7D | +8.8% | -5.2% | +14.0% | +10.3% |
| 30D | +24.7% | +0.3% | +24.4% | +24.6% |
| 3M | +27.3% | +6.2% | +21.1% | +25.1% |
| 6M | +23.2% | +9.5% | +13.6% | +19.5% |
| YTD | +48.9% | -8.1% | +57.0% | +51.3% |
| 1Y | +19.4% | -17.9% | +37.3% | +25.0% |
| All | +7.6% | +40.0% | -32.4% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling