-29.6%
CLS vs SONY
-6.4%
-23.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.2% | -11.3% | -9.0% |
| 7D | -21.1% | +2.9% | -24.0% | -21.1% |
| 30D | -38.2% | +10.2% | -48.5% | -38.9% |
| 3M | -36.3% | +16.1% | -52.4% | -38.1% |
| 6M | -43.8% | +32.1% | -75.9% | -48.8% |
| YTD | -20.0% | +1.4% | -21.4% | -15.3% |
| 1Y | -29.6% | -7.0% | -22.6% | -18.1% |
| All | -29.6% | -6.4% | -23.2% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling