+242.0%
COF vs SONY
+293.1%
-51.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -5.1% | -2.7% | -2.5% | -4.0% |
| 30D | -6.0% | +1.5% | -7.6% | -6.7% |
| 3M | +14.8% | +13.0% | +1.8% | +7.9% |
| 6M | +15.3% | +11.2% | +4.1% | +8.4% |
| YTD | -13.0% | -6.6% | -6.4% | -11.6% |
| 1Y | -5.7% | -18.1% | +12.4% | +1.6% |
| 3Y | +118.1% | +42.1% | +76.1% | +74.2% |
| 5Y | +46.2% | +11.0% | +35.2% | +29.2% |
| All | +242.0% | +293.1% | -51.1% | +91.8% |
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