+1,323.2%
CRS vs SONY
+293.1%
+1,030.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.9% |
| 7D | -6.8% | -2.7% | -4.1% | -5.5% |
| 30D | -16.1% | +1.5% | -17.7% | -16.9% |
| 3M | -21.2% | +13.0% | -34.2% | -26.7% |
| 6M | +8.7% | +11.2% | -2.5% | +1.5% |
| YTD | +41.0% | -6.6% | +47.6% | +43.4% |
| 1Y | +82.7% | -18.1% | +100.8% | +97.8% |
| 3Y | +604.8% | +42.1% | +562.7% | +447.2% |
| 5Y | +1,384.7% | +11.0% | +1,373.6% | +1,192.4% |
| All | +1,323.2% | +293.1% | +1,030.1% | +476.0% |
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