+9.3%
SONY vs CHD
+19.7%
-10.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -5.8% | -4.7% | -1.1% | -5.1% |
| 30D | -0.4% | -8.3% | +7.9% | +0.8% |
| 3M | +13.3% | -4.0% | +17.3% | +13.9% |
| 6M | +8.5% | -6.5% | +15.0% | +9.3% |
| YTD | -8.1% | +13.1% | -21.2% | -9.4% |
| 1Y | -17.9% | +2.3% | -20.2% | -18.1% |
| 3Y | +41.4% | +1.8% | +39.7% | +40.4% |
| 5Y | +9.3% | +20.6% | -11.3% | +5.7% |
| All | +9.3% | +19.7% | -10.4% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling