+32.3%
CCJ vs SONY
-10.8%
+43.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +0.7% | -1.2% | +1.9% | +1.1% |
| 30D | +6.9% | +9.4% | -2.6% | +3.2% |
| 3M | -11.6% | +10.5% | -22.1% | -15.0% |
| 6M | -16.2% | +11.7% | -27.9% | -20.7% |
| YTD | +10.1% | -4.1% | +14.2% | +9.8% |
| 1Y | +32.3% | -11.8% | +44.1% | +35.7% |
| All | +32.3% | -10.8% | +43.1% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling