+5,393.0%
CL vs SONY
+609.1%
+4,783.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.5% | +6.1% | -5.6% | -0.4% |
| 30D | +11.6% | +12.2% | -0.6% | +9.6% |
| 3M | +5.6% | +15.3% | -9.7% | +3.3% |
| 6M | +13.2% | +34.3% | -21.1% | +7.9% |
| YTD | +26.9% | +5.7% | +21.2% | +25.3% |
| 1Y | +27.3% | -2.3% | +29.7% | +27.1% |
| 3Y | +39.7% | +67.1% | -27.4% | +26.5% |
| 5Y | +41.3% | +13.0% | +28.3% | +34.3% |
| 10Y | +76.3% | +372.1% | -295.8% | +31.0% |
| All | +5,393.0% | +609.1% | +4,783.9% | +3,088.6% |
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