+521.7%
SONY vs CHD
+10,010.3%
-9,488.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.7% |
| 7D | -5.2% | -2.9% | -2.3% | -4.5% |
| 30D | +0.3% | -6.2% | +6.5% | +1.7% |
| 3M | +6.2% | +1.6% | +4.7% | +5.8% |
| 6M | +9.5% | -3.5% | +13.1% | +10.2% |
| YTD | -8.1% | +16.2% | -24.3% | -11.3% |
| 1Y | -17.9% | +3.4% | -21.3% | -18.9% |
| 3Y | +41.5% | +4.6% | +36.9% | +38.1% |
| 5Y | +11.8% | +21.1% | -9.3% | +4.5% |
| 10Y | +275.4% | +126.5% | +148.9% | +198.5% |
| All | +521.7% | +10,010.3% | -9,488.6% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling