-46.0%
CLF vs SONY
+11.8%
-57.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.9% |
| 7D | -14.1% | +6.1% | -20.2% | -17.2% |
| 30D | -5.5% | +12.2% | -17.7% | -12.0% |
| 3M | 0.0% | +15.3% | -15.3% | -8.7% |
| 6M | +11.3% | +34.3% | -23.0% | -8.6% |
| YTD | -7.7% | +5.7% | -13.4% | -12.5% |
| 1Y | +17.5% | -2.3% | +19.9% | +16.7% |
| 3Y | -25.4% | +67.1% | -92.6% | -47.3% |
| 5Y | -46.0% | +13.0% | -59.0% | -51.2% |
| All | -46.0% | +11.8% | -57.8% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling