+55.4%
CG vs SONY
+41.5%
+13.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -0.5% |
| 7D | -1.3% | -5.2% | +3.9% | +0.8% |
| 30D | -3.2% | +0.3% | -3.5% | -3.4% |
| 3M | +6.2% | +6.2% | 0.0% | +2.8% |
| 6M | -4.7% | +9.5% | -14.2% | -9.6% |
| YTD | -20.6% | -8.1% | -12.5% | -18.2% |
| 1Y | -26.4% | -17.9% | -8.4% | -20.0% |
| 3Y | +55.4% | +41.5% | +13.9% | +33.8% |
| All | +55.4% | +41.5% | +13.9% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling