+5,760.6%
CRM vs SONY
+280.7%
+5,479.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.2% |
| 7D | -4.4% | -2.7% | -1.8% | -3.3% |
| 30D | +28.1% | +1.5% | +26.6% | +27.2% |
| 3M | +48.8% | +13.0% | +35.8% | +41.0% |
| 6M | +28.3% | +11.2% | +17.0% | +21.5% |
| YTD | -6.0% | -6.6% | +0.6% | -4.2% |
| 1Y | +1.4% | -18.1% | +19.6% | +9.0% |
| 3Y | +11.8% | +42.1% | -30.2% | -8.9% |
| 5Y | -2.0% | +11.0% | -13.1% | -11.7% |
| 10Y | +239.6% | +289.2% | -49.6% | +72.5% |
| All | +5,760.6% | +280.7% | +5,479.9% | +2,377.2% |
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