+696.9%
CLF vs SONY
+543.6%
+153.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.5% |
| 7D | +7.6% | -1.2% | +8.7% | +8.1% |
| 30D | -1.2% | +9.4% | -10.6% | -5.3% |
| 3M | -13.4% | +10.5% | -23.9% | -18.0% |
| 6M | +15.4% | +11.7% | +3.7% | +8.5% |
| YTD | -5.9% | -4.1% | -1.8% | -5.5% |
| 1Y | +18.8% | -11.8% | +30.6% | +23.4% |
| 3Y | -19.4% | +45.9% | -65.3% | -33.7% |
| 5Y | -47.7% | +16.3% | -64.0% | -52.7% |
| 10Y | +130.4% | +297.6% | -167.2% | +23.9% |
| All | +696.9% | +543.6% | +153.3% | +269.4% |
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 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