+280.4%
SONY vs CRL
+249.3%
+31.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.3% | +0.8% |
| 7D | -5.8% | -6.9% | +1.2% | -4.1% |
| 30D | -0.4% | -3.2% | +2.8% | +0.3% |
| 3M | +13.3% | +46.5% | -33.3% | +2.7% |
| 6M | +8.5% | +63.1% | -54.6% | -5.2% |
| YTD | -8.1% | +36.9% | -45.0% | -16.5% |
| 1Y | -17.9% | +78.1% | -96.0% | -30.7% |
| 3Y | +41.4% | +36.7% | +4.8% | +21.2% |
| 5Y | +9.3% | -38.1% | +47.4% | +18.3% |
| All | +280.4% | +249.3% | +31.1% | +131.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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