+28.1%
CL vs SONY
+11.4%
+16.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | -0.1% |
| 7D | -1.4% | -5.2% | +3.8% | -1.0% |
| 30D | -5.2% | +0.3% | -5.5% | -5.2% |
| 3M | +3.3% | +6.2% | -2.9% | +2.8% |
| 6M | -4.4% | +9.5% | -13.9% | -5.1% |
| YTD | +13.9% | -8.1% | +22.0% | +14.1% |
| 1Y | +7.6% | -17.9% | +25.6% | +8.3% |
| 3Y | +29.6% | +41.5% | -11.9% | +25.7% |
| 5Y | +28.1% | +11.8% | +16.2% | +20.6% |
| All | +28.1% | +11.4% | +16.7% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling