+345.8%
SONY vs CNI
+6,457.9%
-6,112.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -0.4% | -3.5% | +3.2% | +1.1% |
| 3M | +13.3% | +2.2% | +11.1% | +11.8% |
| 6M | +8.5% | +15.1% | -6.6% | +1.2% |
| YTD | -8.1% | +24.7% | -32.8% | -17.5% |
| 1Y | -17.9% | +33.4% | -51.3% | -28.5% |
| 3Y | +41.4% | +19.5% | +21.9% | +27.3% |
| 5Y | +9.3% | +12.6% | -3.3% | -0.2% |
| 10Y | +283.0% | +134.7% | +148.3% | +145.1% |
| All | +345.8% | +6,457.9% | -6,112.0% | +0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling