+39.3%
SONY vs CRL
+38.7%
+0.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -4.9% | -4.6% | -0.3% | -4.4% |
| 30D | -1.6% | +0.5% | -2.1% | -1.7% |
| 3M | +10.0% | +46.6% | -36.6% | +4.7% |
| 6M | +8.4% | +57.3% | -48.9% | +1.9% |
| YTD | -8.4% | +39.5% | -48.0% | -12.8% |
| 1Y | -18.4% | +76.9% | -95.2% | -24.8% |
| All | +39.3% | +38.7% | +0.7% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling