+891.5%
CLS vs SONY
+61.0%
+830.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.4% |
| 7D | +23.5% | -3.2% | +26.7% | +24.8% |
| 30D | -28.9% | +9.6% | -38.5% | -32.1% |
| 3M | -25.2% | +13.3% | -38.4% | -29.9% |
| 6M | -32.1% | +20.3% | -52.4% | -38.9% |
| YTD | -14.1% | +4.1% | -18.2% | -16.6% |
| 1Y | -24.1% | -11.9% | -12.2% | -18.4% |
| All | +891.5% | +61.0% | +830.5% | +691.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling