-16.6%
CRH vs SONY
-1.3%
-15.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.1% | -9.5% | -5.0% |
| 7D | +5.3% | +8.1% | -2.8% | +3.1% |
| 30D | +14.2% | +15.5% | -1.3% | +9.8% |
| 3M | -4.2% | +22.7% | -26.9% | -9.2% |
| 6M | -14.5% | +36.9% | -51.4% | -22.7% |
| YTD | -22.7% | +7.6% | -30.2% | -24.9% |
| 1Y | -16.6% | -1.9% | -14.6% | -18.3% |
| All | -16.6% | -1.3% | -15.3% | -18.3% |
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 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