+807.8%
CCL vs SONY
+543.6%
+264.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -5.0% | -1.2% | -3.9% | -4.7% |
| 30D | -20.3% | +9.4% | -29.8% | -23.1% |
| 3M | -15.1% | +10.5% | -25.6% | -18.7% |
| 6M | -15.1% | +11.7% | -26.8% | -19.1% |
| YTD | -21.8% | -4.1% | -17.7% | -21.2% |
| 1Y | -24.8% | -11.8% | -13.0% | -22.2% |
| 3Y | +51.9% | +45.9% | +6.0% | +30.2% |
| 5Y | +4.0% | +16.3% | -12.3% | -2.1% |
| 10Y | -42.2% | +297.6% | -339.8% | -63.6% |
| All | +807.8% | +543.6% | +264.2% | +321.9% |
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 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