-36.8%
CLX vs SONY
+9.8%
-46.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -4.9% | -4.9% | 0.0% | -4.4% |
| 30D | -15.8% | -1.6% | -14.2% | -15.7% |
| 3M | -7.9% | +10.0% | -17.9% | -8.9% |
| 6M | -19.0% | +8.4% | -27.5% | -19.9% |
| YTD | -7.9% | -8.4% | +0.5% | -7.7% |
| 1Y | -25.4% | -18.4% | -7.0% | -24.5% |
| 3Y | -35.0% | +41.0% | -76.0% | -37.4% |
| 5Y | -36.8% | +9.3% | -46.0% | -40.1% |
| All | -36.8% | +9.8% | -46.6% | -40.1% |
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 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