+5,401.4%
CL vs SONY
+599.9%
+4,801.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +5.9% | +12.1% | -6.2% | +4.0% |
| 6M | +13.3% | +32.6% | -19.2% | +8.3% |
| YTD | +27.1% | +4.3% | +22.8% | +25.7% |
| 1Y | +28.0% | -4.5% | +32.5% | +28.2% |
| 3Y | +39.4% | +56.9% | -17.5% | +27.5% |
| 5Y | +40.8% | +12.5% | +28.3% | +33.9% |
| 10Y | +84.9% | +371.7% | -286.9% | +37.4% |
| All | +5,401.4% | +599.9% | +4,801.5% | +3,099.8% |
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