+68.6%
CSX vs SONY
+57.9%
+10.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.1% |
| 7D | -5.5% | +6.7% | -12.2% | -6.5% |
| 30D | +4.9% | +14.8% | -9.9% | +2.8% |
| 3M | -2.9% | +16.9% | -19.7% | -5.2% |
| 6M | +8.3% | +30.2% | -21.9% | +3.7% |
| YTD | +36.7% | +5.5% | +31.3% | +35.3% |
| 1Y | +41.5% | -4.6% | +46.1% | +42.3% |
| 3Y | +68.6% | +57.2% | +11.4% | +60.3% |
| All | +68.6% | +57.9% | +10.7% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling