+61.0%
CSCO vs SONY
-18.6%
+79.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -1.8% |
| 7D | -1.1% | -5.8% | +4.7% | -0.7% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | -9.2% | +13.3% | -22.5% | -10.4% |
| 6M | +39.5% | +8.5% | +31.1% | +37.8% |
| YTD | +41.5% | -8.1% | +49.6% | +43.7% |
| 1Y | +61.0% | -17.9% | +78.9% | +67.9% |
| All | +61.0% | -18.6% | +79.5% | +67.9% |
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