+1,874.4%
CNP vs SONY
+598.6%
+1,275.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +2.5% | -3.2% | +5.6% | +3.0% |
| 30D | +4.0% | +9.6% | -5.5% | +2.4% |
| 3M | +1.6% | +13.3% | -11.6% | -0.6% |
| 6M | -1.7% | +20.3% | -22.0% | -5.0% |
| YTD | +8.6% | +4.1% | +4.5% | +7.2% |
| 1Y | +5.8% | -11.9% | +17.7% | +7.3% |
| 3Y | +63.0% | +56.6% | +6.4% | +48.1% |
| 5Y | +74.7% | +10.9% | +63.7% | +66.1% |
| 10Y | +143.7% | +366.6% | -222.9% | +81.9% |
| All | +1,874.4% | +598.6% | +1,275.8% | +1,112.9% |
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