+897.6%
CCI vs SONY
+260.1%
+637.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.6% |
| 7D | +0.2% | -5.2% | +5.3% | +1.9% |
| 30D | +0.5% | +0.3% | +0.2% | +0.3% |
| 3M | -16.3% | +6.2% | -22.5% | -18.3% |
| 6M | -13.9% | +9.5% | -23.5% | -17.2% |
| YTD | -12.4% | -8.1% | -4.4% | -10.8% |
| 1Y | -15.2% | -17.9% | +2.7% | -10.7% |
| 3Y | -9.9% | +41.5% | -51.4% | -23.5% |
| 5Y | -50.8% | +11.8% | -62.7% | -55.8% |
| 10Y | +18.3% | +275.4% | -257.1% | -34.1% |
| All | +897.6% | +260.1% | +637.5% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling