+20.2%
CLF vs SONY
-6.4%
+26.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.2% | -11.4% | -9.4% |
| 7D | -7.9% | +2.9% | -10.8% | -8.1% |
| 30D | +5.2% | +10.2% | -5.0% | +3.6% |
| 3M | +4.3% | +16.1% | -11.8% | +1.1% |
| 6M | +25.3% | +32.1% | -6.9% | +14.6% |
| YTD | -3.3% | +1.4% | -4.7% | -1.7% |
| 1Y | +20.2% | -7.0% | +27.2% | +26.9% |
| All | +20.2% | -6.4% | +26.6% | +26.9% |
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