+120.3%
CLF vs SONY
+286.8%
-166.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -3.7% | -5.8% | +2.1% | -0.3% |
| 30D | -4.7% | -0.4% | -4.3% | -4.8% |
| 3M | -4.7% | +13.3% | -18.0% | -12.8% |
| 6M | +24.0% | +8.5% | +15.5% | +15.9% |
| YTD | -10.9% | -8.1% | -2.8% | -8.2% |
| 1Y | +4.0% | -17.9% | +22.0% | +14.6% |
| 3Y | -16.9% | +41.4% | -58.4% | -36.0% |
| 5Y | -49.3% | +9.3% | -58.6% | -54.9% |
| All | +120.3% | +286.8% | -166.5% | +5.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling