+270.4%
SONY vs CPAY
+1,524.4%
-1,253.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -4.9% | -2.5% | -2.4% | -4.1% |
| 30D | -1.6% | +1.3% | -2.9% | -2.1% |
| 3M | +10.0% | +13.5% | -3.5% | +5.4% |
| 6M | +8.4% | +24.7% | -16.3% | +0.1% |
| YTD | -8.4% | +34.9% | -43.4% | -18.5% |
| 1Y | -18.4% | +29.7% | -48.0% | -26.7% |
| 3Y | +41.0% | +49.4% | -8.4% | +18.1% |
| 5Y | +9.3% | +53.5% | -44.2% | -11.1% |
| 10Y | +281.7% | +152.5% | +129.2% | +147.2% |
| All | +270.4% | +1,524.4% | -1,253.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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