+3,231.7%
CLS vs SONY
+251.5%
+2,980.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.6% |
| 7D | +4.6% | -1.2% | +5.7% | +5.2% |
| 30D | -13.9% | +9.4% | -23.3% | -17.9% |
| 3M | -26.6% | +10.5% | -37.0% | -31.0% |
| 6M | +15.4% | +11.7% | +3.7% | +7.9% |
| YTD | +5.7% | -4.1% | +9.7% | +5.6% |
| 1Y | +41.1% | -11.8% | +52.9% | +46.5% |
| 3Y | +1,228.6% | +45.9% | +1,182.7% | +975.6% |
| 5Y | +3,240.6% | +16.3% | +3,224.3% | +2,882.9% |
| 10Y | +2,760.3% | +297.6% | +2,462.7% | +1,264.9% |
| All | +3,231.7% | +251.5% | +2,980.2% | +1,277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling