+41.5%
SONY vs CAPR
+42.0%
-0.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -4.2% |
| 7D | -5.2% | -9.5% | +4.3% | -5.1% |
| 30D | +0.3% | +121.5% | -121.2% | 0.0% |
| 3M | +6.2% | -65.4% | +71.6% | +6.3% |
| 6M | +9.5% | -67.5% | +77.1% | +9.6% |
| YTD | -8.1% | -68.6% | +60.5% | -8.0% |
| 1Y | -17.9% | +42.7% | -60.6% | -19.7% |
| 3Y | +41.5% | +43.4% | -1.9% | +29.7% |
| All | +41.5% | +42.0% | -0.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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