+3,712.6%
CLS vs SONY
+8.4%
+3,704.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +20.1% | -4.9% | +25.0% | +23.3% |
| 30D | +6.0% | -1.6% | +7.6% | +6.4% |
| 3M | -10.3% | +10.0% | -20.3% | -16.9% |
| 6M | +24.5% | +8.4% | +16.1% | +16.3% |
| YTD | +12.9% | -8.4% | +21.3% | +16.3% |
| 1Y | +36.7% | -18.4% | +55.0% | +51.2% |
| 3Y | +1,328.1% | +41.0% | +1,287.1% | +993.8% |
| All | +3,712.6% | +8.4% | +3,704.2% | +3,125.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling