+350.2%
CG vs SONY
+758.2%
-408.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -4.3% | -1.2% | -3.2% | -3.9% |
| 30D | -5.1% | +9.4% | -14.5% | -8.5% |
| 3M | +8.7% | +10.5% | -1.8% | +3.7% |
| 6M | -9.2% | +11.7% | -20.9% | -14.2% |
| YTD | -18.9% | -4.1% | -14.8% | -18.6% |
| 1Y | -25.6% | -11.8% | -13.9% | -23.0% |
| 3Y | +57.3% | +45.9% | +11.4% | +32.5% |
| 5Y | +10.2% | +16.3% | -6.1% | +0.5% |
| 10Y | +364.2% | +297.6% | +66.6% | +204.2% |
| All | +350.2% | +758.2% | -408.1% | +153.2% |
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