+286.6%
SONY vs CHD
+126.1%
+160.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.7% | -4.5% | +1.8% | -1.8% |
| 30D | +1.5% | -6.7% | +8.2% | +3.0% |
| 3M | +13.0% | -2.7% | +15.7% | +13.6% |
| 6M | +11.2% | -4.9% | +16.2% | +12.2% |
| YTD | -6.6% | +13.3% | -20.0% | -9.2% |
| 1Y | -18.1% | +1.0% | -19.1% | -18.6% |
| 3Y | +42.1% | +1.3% | +40.7% | +39.9% |
| 5Y | +11.0% | +20.8% | -9.8% | +3.0% |
| All | +286.6% | +126.1% | +160.5% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling