+13.2%
CNH vs SONY
+9.8%
+3.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +1.8% | -4.9% | +6.7% | +3.6% |
| 30D | +32.6% | -1.6% | +34.2% | +33.4% |
| 3M | +29.4% | +10.0% | +19.4% | +24.7% |
| 6M | +26.0% | +8.4% | +17.6% | +21.5% |
| YTD | +52.2% | -8.4% | +60.7% | +55.7% |
| 1Y | +23.9% | -18.4% | +42.2% | +31.8% |
| 3Y | +10.1% | +41.0% | -30.8% | -7.1% |
| 5Y | +13.2% | +9.3% | +3.9% | +1.4% |
| All | +13.2% | +9.8% | +3.4% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling