+412.6%
CSX vs SONY
+376.6%
+36.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.5% | +2.7% |
| 7D | -2.2% | +6.1% | -8.3% | -4.1% |
| 30D | +6.8% | +12.2% | -5.4% | +2.9% |
| 3M | +0.7% | +15.3% | -14.7% | -4.0% |
| 6M | +13.3% | +34.3% | -21.0% | +2.0% |
| YTD | +40.5% | +5.7% | +34.8% | +36.7% |
| 1Y | +44.7% | -2.3% | +47.0% | +44.3% |
| 3Y | +74.5% | +67.1% | +7.4% | +39.5% |
| 5Y | +52.0% | +13.0% | +39.0% | +38.1% |
| 10Y | +412.6% | +372.1% | +40.6% | +197.0% |
| All | +412.6% | +376.6% | +36.0% | +197.0% |
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 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