+281.1%
CG vs SONY
+845.9%
-564.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +11.2% | +11.1% | +0.1% | +6.5% |
| 3M | -22.1% | +14.7% | -36.7% | -26.4% |
| 6M | -17.9% | +18.8% | -36.7% | -24.2% |
| YTD | -31.3% | +5.7% | -37.0% | -33.8% |
| 1Y | -24.0% | -8.1% | -15.9% | -22.6% |
| 3Y | +45.0% | +64.0% | -19.0% | +16.6% |
| 5Y | -22.6% | +12.6% | -35.3% | -29.4% |
| 10Y | +282.1% | +373.8% | -91.7% | +136.9% |
| All | +281.1% | +845.9% | -564.8% | +105.9% |
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