-32.5%
CG vs SONY
-18.6%
-14.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -9.8% | -5.8% | -4.0% | -8.5% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -1.7% | +13.3% | -15.0% | -5.5% |
| 6M | -9.8% | +8.5% | -18.3% | -12.6% |
| YTD | -25.6% | -8.1% | -17.5% | -22.0% |
| 1Y | -32.5% | -17.9% | -14.6% | -24.6% |
| All | -32.5% | -18.6% | -14.0% | -24.6% |
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