+28.5%
CLS vs SONY
-18.6%
+47.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | +5.0% | -5.8% | +10.7% | +6.0% |
| 30D | +4.8% | -0.4% | +5.2% | +4.6% |
| 3M | -10.4% | +13.3% | -23.7% | -14.8% |
| 6M | +20.8% | +8.5% | +12.3% | +16.2% |
| YTD | +10.0% | -8.1% | +18.1% | +14.5% |
| 1Y | +28.5% | -17.9% | +46.4% | +48.8% |
| All | +28.5% | -18.6% | +47.1% | +48.8% |
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