+220,352.4%
CSCO vs SONY
+567.0%
+219,785.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -0.7% | -1.2% | +0.5% | -0.3% |
| 30D | -10.1% | +9.4% | -19.6% | -13.3% |
| 3M | -15.7% | +10.5% | -26.2% | -19.3% |
| 6M | +36.3% | +11.7% | +24.6% | +29.2% |
| YTD | +43.8% | -4.1% | +47.9% | +43.9% |
| 1Y | +63.9% | -11.8% | +75.7% | +68.4% |
| 3Y | +104.4% | +45.9% | +58.5% | +68.5% |
| 5Y | +111.4% | +16.3% | +95.1% | +85.5% |
| 10Y | +361.7% | +297.6% | +64.1% | +141.1% |
| All | +220,352.4% | +567.0% | +219,785.3% | +82,061.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling