+312.1%
CG vs SONY
+286.8%
+25.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -9.8% | -5.8% | -4.0% | -7.1% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -1.7% | +13.3% | -15.0% | -8.8% |
| 6M | -9.8% | +8.5% | -18.3% | -15.2% |
| YTD | -25.6% | -8.1% | -17.5% | -23.6% |
| 1Y | -32.5% | -17.9% | -14.6% | -26.6% |
| 3Y | +45.6% | +41.4% | +4.2% | +15.7% |
| 5Y | +3.7% | +9.3% | -5.6% | -6.9% |
| All | +312.1% | +286.8% | +25.3% | +145.7% |
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