+206,635.5%
CSCO vs SONY
+624.1%
+206,011.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +6.6% | -3.2% | +9.8% | +7.9% |
| 30D | -11.3% | +9.6% | -20.9% | -14.7% |
| 3M | -17.3% | +13.3% | -30.6% | -21.6% |
| 6M | +3.5% | +20.3% | -16.8% | -4.7% |
| YTD | +34.9% | +4.1% | +30.7% | +30.2% |
| 1Y | +40.5% | -11.9% | +52.4% | +44.2% |
| 3Y | +109.3% | +56.6% | +52.7% | +67.6% |
| 5Y | +105.9% | +10.9% | +94.9% | +83.8% |
| 10Y | +335.8% | +366.6% | -30.8% | +113.4% |
| All | +206,635.5% | +624.1% | +206,011.4% | +74,244.7% |
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