+98.3%
CRS vs SONY
-10.8%
+109.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | -0.2% | -1.2% | +0.9% | -0.1% |
| 30D | -16.6% | +9.4% | -26.1% | -17.9% |
| 3M | -3.5% | +10.5% | -14.0% | -4.8% |
| 6M | +15.4% | +11.7% | +3.8% | +12.2% |
| YTD | +51.2% | -4.1% | +55.3% | +52.6% |
| 1Y | +98.3% | -11.8% | +110.1% | +105.1% |
| All | +98.3% | -10.8% | +109.1% | +105.1% |
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 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