+615.3%
SONY vs CPB
+359.1%
+256.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.8% |
| 7D | +0.3% | -1.6% | +1.8% | +0.6% |
| 30D | +11.1% | +19.2% | -8.1% | +6.7% |
| 3M | +14.7% | -1.0% | +15.6% | +14.5% |
| 6M | +18.8% | +15.2% | +3.6% | +14.3% |
| YTD | +5.7% | -13.1% | +18.8% | +8.0% |
| 1Y | -8.1% | -22.4% | +14.4% | -3.7% |
| 3Y | +64.0% | -35.3% | +99.3% | +76.1% |
| 5Y | +12.6% | -33.0% | +45.6% | +17.6% |
| 10Y | +373.8% | -39.2% | +413.0% | +385.9% |
| All | +615.3% | +359.1% | +256.2% | +302.5% |
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