+214.3%
SONY vs CAPR
-99.1%
+313.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.9% | +8.7% | -1.2% |
| 7D | +5.2% | +7.6% | -2.4% | +5.1% |
| 30D | +10.7% | +13.3% | -2.5% | +10.6% |
| 3M | +12.1% | +130.4% | -118.3% | +11.1% |
| 6M | +32.6% | -70.8% | +103.4% | +33.0% |
| YTD | +4.3% | -69.3% | +73.6% | +4.5% |
| 1Y | -4.5% | +59.5% | -64.0% | -7.8% |
| 3Y | +56.9% | +216.8% | -159.9% | +48.6% |
| 5Y | +12.5% | +152.7% | -140.2% | +6.1% |
| 10Y | +371.7% | -68.2% | +440.0% | +336.0% |
| All | +214.3% | -99.1% | +313.5% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling