+245.6%
CRH vs SONY
+293.1%
-47.4%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | -6.1% | -2.7% | -3.4% | -5.0% |
| 30D | -9.3% | +1.5% | -10.8% | -9.9% |
| 3M | -15.2% | +13.0% | -28.2% | -19.7% |
| 6M | -14.2% | +11.2% | -25.4% | -18.7% |
| YTD | -28.3% | -6.6% | -21.6% | -27.0% |
| 1Y | -21.8% | -18.1% | -3.7% | -16.5% |
| 3Y | +71.6% | +42.1% | +29.5% | +42.4% |
| 5Y | +96.6% | +11.0% | +85.6% | +76.8% |
| All | +245.6% | +293.1% | -47.4% | +111.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling