+2,089.9%
CLS vs SONY
+11.5%
+2,078.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +3.9% | +4.3% |
| 7D | +23.5% | -3.2% | +26.7% | +25.4% |
| 30D | -28.9% | +9.6% | -38.5% | -33.1% |
| 3M | -25.2% | +13.3% | -38.4% | -31.3% |
| 6M | -32.1% | +20.3% | -52.4% | -40.6% |
| YTD | -14.1% | +4.1% | -18.2% | -18.5% |
| 1Y | -24.1% | -11.9% | -12.2% | -19.7% |
| 3Y | +897.0% | +56.6% | +840.4% | +616.0% |
| 5Y | +2,089.9% | +10.9% | +2,079.0% | +1,725.3% |
| All | +2,089.9% | +11.5% | +2,078.4% | +1,725.3% |
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