+9.3%
SONY vs CRL
-37.6%
+46.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -4.9% | -4.6% | -0.3% | -4.1% |
| 30D | -1.6% | +0.5% | -2.1% | -1.7% |
| 3M | +10.0% | +46.6% | -36.6% | +2.6% |
| 6M | +8.4% | +57.3% | -48.9% | -0.8% |
| YTD | -8.4% | +39.5% | -48.0% | -14.6% |
| 1Y | -18.4% | +76.9% | -95.2% | -27.5% |
| 3Y | +41.0% | +39.4% | +1.6% | +26.2% |
| 5Y | +9.3% | -37.2% | +46.4% | +15.0% |
| All | +9.3% | -37.6% | +46.9% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling