-9.6%
CCI vs SONY
+42.2%
-51.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | -0.3% | -2.7% | +2.4% | +0.1% |
| 30D | +2.2% | +1.5% | +0.7% | +2.0% |
| 3M | -16.9% | +13.0% | -29.9% | -18.3% |
| 6M | -11.5% | +11.2% | -22.8% | -13.0% |
| YTD | -12.8% | -6.6% | -6.2% | -12.5% |
| 1Y | -17.1% | -18.1% | +1.0% | -15.6% |
| 3Y | -9.6% | +42.1% | -51.7% | -17.1% |
| All | -9.6% | +42.2% | -51.9% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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