+548.9%
SONY vs CPB
+325.7%
+223.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.8% |
| 7D | -1.2% | -8.6% | +7.4% | +0.8% |
| 30D | +9.4% | -7.2% | +16.7% | +11.1% |
| 3M | +10.5% | +0.9% | +9.6% | +9.8% |
| 6M | +11.7% | -11.8% | +23.5% | +14.1% |
| YTD | -4.1% | -19.4% | +15.3% | -0.1% |
| 1Y | -11.8% | -30.4% | +18.6% | -5.3% |
| 3Y | +45.9% | -40.2% | +86.0% | +59.5% |
| 5Y | +16.3% | -39.5% | +55.8% | +24.5% |
| 10Y | +297.6% | -47.4% | +345.0% | +323.9% |
| All | +548.9% | +325.7% | +223.2% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling