+57.3%
SONY vs CRL
+1,379.5%
-1,322.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -1.2% | -1.0% | -0.1% | -0.9% |
| 30D | +9.4% | +10.7% | -1.2% | +6.6% |
| 3M | +10.5% | +55.3% | -44.8% | -1.6% |
| 6M | +11.7% | +60.7% | -49.0% | -2.5% |
| YTD | -4.1% | +44.6% | -48.7% | -14.3% |
| 1Y | -11.8% | +77.7% | -89.5% | -25.8% |
| 3Y | +45.9% | +37.6% | +8.3% | +24.3% |
| 5Y | +16.3% | -35.8% | +52.1% | +18.5% |
| 10Y | +297.6% | +241.7% | +55.9% | +146.9% |
| All | +57.3% | +1,379.5% | -1,322.2% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling