+4,850.5%
CL vs SONY
+543.6%
+4,306.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.2% |
| 7D | -2.2% | -1.2% | -1.0% | -2.0% |
| 30D | -4.8% | +9.4% | -14.3% | -6.2% |
| 3M | +4.9% | +10.5% | -5.6% | +3.2% |
| 6M | -5.7% | +11.7% | -17.4% | -7.6% |
| YTD | +14.4% | -4.1% | +18.4% | +14.6% |
| 1Y | +8.7% | -11.8% | +20.5% | +10.1% |
| 3Y | +30.0% | +45.9% | -15.9% | +20.1% |
| 5Y | +28.4% | +16.3% | +12.1% | +21.2% |
| 10Y | +50.1% | +297.6% | -247.5% | +14.5% |
| All | +4,850.5% | +543.6% | +4,306.9% | +2,817.6% |
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 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