+53.0%
CSX vs SONY
-16.9%
+69.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.4% |
| 7D | +0.6% | -5.2% | +5.8% | +1.2% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | +4.3% | +6.2% | -1.9% | +3.6% |
| 6M | +23.4% | +9.5% | +13.8% | +21.2% |
| YTD | +36.4% | -8.1% | +44.5% | +38.9% |
| 1Y | +53.0% | -17.9% | +71.0% | +60.6% |
| All | +53.0% | -16.9% | +69.9% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling