+189.0%
SONY vs CAPR
-99.1%
+288.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | +9.4% | +139.2% | -129.7% | +8.5% |
| 3M | +10.5% | -66.4% | +76.8% | +10.8% |
| 6M | +11.7% | -63.1% | +74.8% | +11.8% |
| YTD | -4.1% | -67.4% | +63.4% | -3.9% |
| 1Y | -11.8% | +58.2% | -70.0% | -14.8% |
| 3Y | +45.9% | +42.2% | +3.7% | +39.3% |
| 5Y | +16.3% | +87.3% | -71.0% | +10.1% |
| 10Y | +297.6% | -75.3% | +372.9% | +267.8% |
| All | +189.0% | -99.1% | +288.1% | +152.0% |
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