+482.4%
CSX vs SONY
+271.8%
+210.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.5% |
| 7D | +0.6% | -5.2% | +5.8% | +2.3% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | +4.3% | +6.2% | -1.9% | +1.7% |
| 6M | +23.4% | +9.5% | +13.8% | +18.6% |
| YTD | +36.4% | -8.1% | +44.5% | +38.8% |
| 1Y | +53.0% | -17.9% | +71.0% | +61.1% |
| 3Y | +70.6% | +41.5% | +29.1% | +44.0% |
| 5Y | +65.5% | +11.8% | +53.6% | +48.9% |
| 10Y | +482.4% | +275.4% | +207.0% | +263.7% |
| All | +482.4% | +271.8% | +210.5% | +263.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling