+681.6%
CLF vs SONY
+609.1%
+72.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.9% |
| 7D | -14.1% | +6.1% | -20.2% | -16.8% |
| 30D | -5.5% | +12.2% | -17.7% | -11.1% |
| 3M | 0.0% | +15.3% | -15.3% | -7.4% |
| 6M | +11.3% | +34.3% | -23.0% | -4.8% |
| YTD | -7.7% | +5.7% | -13.4% | -12.2% |
| 1Y | +17.5% | -2.3% | +19.9% | +15.6% |
| 3Y | -25.4% | +67.1% | -92.6% | -42.8% |
| 5Y | -46.0% | +13.0% | -59.0% | -51.0% |
| 10Y | +80.1% | +372.1% | -292.0% | -11.0% |
| All | +681.6% | +609.1% | +72.5% | +243.2% |
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 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