+28.0%
CL vs SONY
-4.4%
+32.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | +2.6% | +5.2% | -2.6% | +1.8% |
| 30D | +11.8% | +10.7% | +1.0% | +10.2% |
| 3M | +5.9% | +12.1% | -6.2% | +4.2% |
| 6M | +13.3% | +32.6% | -19.2% | +8.9% |
| YTD | +27.1% | +4.3% | +22.8% | +23.3% |
| 1Y | +28.0% | -4.5% | +32.5% | +24.2% |
| All | +28.0% | -4.4% | +32.4% | +24.2% |
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 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