+63.9%
CSCO vs SONY
-10.8%
+74.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.6% |
| 30D | -10.1% | +9.4% | -19.6% | -10.8% |
| 3M | -15.7% | +10.5% | -26.2% | -16.1% |
| 6M | +36.3% | +11.7% | +24.6% | +34.6% |
| YTD | +43.8% | -4.1% | +47.9% | +45.5% |
| 1Y | +63.9% | -11.8% | +75.7% | +69.4% |
| All | +63.9% | -10.8% | +74.8% | +69.4% |
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