+10.3%
SONY vs CNI
+12.6%
-2.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -2.7% | -0.4% | -2.3% | -2.5% |
| 30D | +1.5% | -2.7% | +4.2% | +2.5% |
| 3M | +13.0% | +3.9% | +9.1% | +10.9% |
| 6M | +11.2% | +16.4% | -5.1% | +3.9% |
| YTD | -6.6% | +25.8% | -32.4% | -15.7% |
| 1Y | -18.1% | +32.4% | -50.5% | -27.6% |
| 3Y | +42.1% | +19.1% | +23.0% | +28.4% |
| All | +10.3% | +12.6% | -2.4% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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