+9,714.3%
CSX vs SONY
+607.5%
+9,106.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.8% |
| 7D | -5.5% | +6.7% | -12.2% | -7.3% |
| 30D | +4.9% | +14.8% | -9.9% | +0.9% |
| 3M | -2.9% | +16.9% | -19.7% | -7.3% |
| 6M | +8.3% | +30.2% | -21.9% | -0.3% |
| YTD | +36.7% | +5.5% | +31.3% | +33.2% |
| 1Y | +41.5% | -4.6% | +46.1% | +41.7% |
| 3Y | +68.6% | +57.2% | +11.4% | +42.9% |
| 5Y | +48.4% | +12.1% | +36.4% | +36.7% |
| 10Y | +446.6% | +361.6% | +85.0% | +228.3% |
| All | +9,714.3% | +607.5% | +9,106.8% | +4,177.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling