-50.1%
CCI vs SONY
+8.8%
-58.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -4.4% | -5.8% | +1.4% | -3.2% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | -20.0% | +13.3% | -33.3% | -22.2% |
| 6M | -14.5% | +8.5% | -23.0% | -16.3% |
| YTD | -14.9% | -8.1% | -6.7% | -13.7% |
| 1Y | -17.7% | -17.9% | +0.2% | -14.8% |
| 3Y | -12.4% | +41.4% | -53.8% | -22.8% |
| 5Y | -50.1% | +9.3% | -59.4% | -55.9% |
| All | -50.1% | +8.8% | -58.9% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling