+303.7%
CCJ vs SONY
+8.8%
+294.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -3.2% | -5.8% | +2.6% | -0.6% |
| 30D | -1.3% | -0.4% | -0.9% | -1.4% |
| 3M | +2.5% | +13.3% | -10.8% | -4.6% |
| 6M | -18.9% | +8.5% | -27.4% | -22.8% |
| YTD | +6.5% | -8.1% | +14.6% | +9.5% |
| 1Y | +22.8% | -17.9% | +40.7% | +32.9% |
| 3Y | +164.5% | +41.4% | +123.0% | +109.9% |
| 5Y | +303.7% | +9.3% | +294.4% | +294.8% |
| All | +303.7% | +8.8% | +294.9% | +294.8% |
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