+31.8%
CLX vs SONY
+373.2%
-341.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.0% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +30.7% | +11.1% | +19.6% | +29.1% |
| 3M | +4.2% | +14.7% | -10.4% | +2.6% |
| 6M | +22.1% | +18.8% | +3.3% | +19.6% |
| YTD | +14.1% | +5.7% | +8.3% | +12.8% |
| 1Y | +10.3% | -8.1% | +18.4% | +10.6% |
| 3Y | -7.8% | +64.0% | -71.8% | -13.4% |
| 5Y | -20.8% | +12.6% | -33.5% | -23.6% |
| All | +31.8% | +373.2% | -341.4% | +12.6% |
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