+1,056.5%
CCJ vs SONY
+293.1%
+763.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.5% |
| 7D | -4.0% | -2.7% | -1.3% | -3.0% |
| 30D | -2.4% | +1.5% | -3.9% | -3.3% |
| 3M | -2.3% | +13.0% | -15.3% | -8.4% |
| 6M | -16.2% | +11.2% | -27.4% | -20.8% |
| YTD | +5.7% | -6.6% | +12.3% | +7.6% |
| 1Y | +21.3% | -18.1% | +39.4% | +30.4% |
| 3Y | +159.4% | +42.1% | +117.3% | +113.4% |
| 5Y | +300.7% | +11.0% | +289.6% | +262.4% |
| All | +1,056.5% | +293.1% | +763.4% | +577.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling