+68.0%
CNH vs SONY
+517.6%
-449.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.7% |
| 7D | +23.3% | -1.2% | +24.5% | +23.8% |
| 30D | +33.5% | +9.4% | +24.0% | +28.8% |
| 3M | +32.7% | +10.5% | +22.2% | +26.9% |
| 6M | +22.2% | +11.7% | +10.5% | +15.9% |
| YTD | +57.7% | -4.1% | +61.8% | +58.4% |
| 1Y | +28.0% | -11.8% | +39.8% | +32.4% |
| 3Y | +11.5% | +45.9% | -34.4% | -8.3% |
| 5Y | +11.9% | +16.3% | -4.4% | -1.1% |
| 10Y | +162.8% | +297.6% | -134.8% | +46.1% |
| All | +68.0% | +517.6% | -449.6% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling