+114.8%
CSCO vs SONY
+9.8%
+105.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -4.9% | +4.9% | +1.1% |
| 30D | -10.7% | -1.6% | -9.1% | -10.5% |
| 3M | -8.7% | +10.0% | -18.7% | -11.2% |
| 6M | +44.9% | +8.4% | +36.5% | +41.0% |
| YTD | +44.1% | -8.4% | +52.6% | +46.4% |
| 1Y | +65.9% | -18.4% | +84.2% | +73.4% |
| 3Y | +109.0% | +41.0% | +68.0% | +84.4% |
| 5Y | +114.8% | +9.3% | +105.5% | +94.3% |
| All | +114.8% | +9.8% | +105.0% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling