-4.4%
CLX vs SONY
+293.1%
-297.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | -5.7% | -2.7% | -3.0% | -5.4% |
| 30D | -17.0% | +1.5% | -18.5% | -17.2% |
| 3M | -9.7% | +13.0% | -22.7% | -10.9% |
| 6M | -19.8% | +11.2% | -31.1% | -20.9% |
| YTD | -9.8% | -6.6% | -3.2% | -9.6% |
| 1Y | -26.2% | -18.1% | -8.0% | -25.1% |
| 3Y | -36.2% | +42.1% | -78.3% | -39.1% |
| 5Y | -38.3% | +11.0% | -49.4% | -40.4% |
| All | -4.4% | +293.1% | -297.4% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling