-26.2%
CLX vs SONY
-16.9%
-9.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.4% |
| 7D | -5.7% | -2.7% | -3.0% | -5.2% |
| 30D | -17.0% | +1.5% | -18.5% | -17.3% |
| 3M | -9.7% | +13.0% | -22.7% | -12.0% |
| 6M | -19.8% | +11.2% | -31.1% | -22.0% |
| YTD | -9.8% | -6.6% | -3.2% | -11.8% |
| 1Y | -26.2% | -18.1% | -8.0% | -27.1% |
| All | -26.2% | -16.9% | -9.2% | -27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling