+418.4%
CSX vs SONY
+366.0%
+52.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.8% |
| 7D | +3.1% | -3.2% | +6.3% | +4.2% |
| 30D | +9.7% | +9.6% | +0.1% | +6.5% |
| 3M | +4.9% | +13.3% | -8.3% | +0.6% |
| 6M | +18.4% | +20.3% | -1.9% | +10.7% |
| YTD | +45.9% | +4.1% | +41.7% | +42.5% |
| 1Y | +50.0% | -11.9% | +61.9% | +54.9% |
| 3Y | +78.0% | +56.6% | +21.4% | +45.8% |
| 5Y | +59.2% | +10.9% | +48.2% | +45.5% |
| All | +418.4% | +366.0% | +52.4% | +199.4% |
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