+279.1%
SONY vs CPB
-43.0%
+322.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | -4.9% | -8.0% | +3.1% | -4.2% |
| 30D | -1.6% | -2.4% | +0.8% | -1.4% |
| 3M | +10.0% | +0.5% | +9.5% | +9.8% |
| 6M | +8.4% | -10.5% | +18.9% | +9.2% |
| YTD | -8.4% | -17.5% | +9.1% | -7.1% |
| 1Y | -18.4% | -31.0% | +12.7% | -16.0% |
| 3Y | +41.0% | -40.6% | +81.6% | +45.8% |
| 5Y | +9.3% | -37.7% | +47.0% | +11.2% |
| All | +279.1% | -43.0% | +322.1% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling