-47.0%
CLF vs SONY
+11.4%
-58.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | +0.6% |
| 7D | +6.5% | -5.2% | +11.7% | +9.5% |
| 30D | +0.2% | +0.3% | -0.1% | -0.3% |
| 3M | -3.1% | +6.2% | -9.3% | -7.5% |
| 6M | +25.0% | +9.5% | +15.5% | +16.7% |
| YTD | -7.5% | -8.1% | +0.6% | -4.4% |
| 1Y | +11.5% | -17.9% | +29.5% | +23.1% |
| 3Y | -13.7% | +41.5% | -55.2% | -32.3% |
| 5Y | -47.0% | +11.8% | -58.8% | -53.6% |
| All | -47.0% | +11.4% | -58.4% | -53.6% |
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 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