+43.1%
COF vs SONY
+9.6%
+33.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.1% |
| 7D | -5.1% | -2.7% | -2.5% | -4.1% |
| 30D | -6.0% | +1.5% | -7.6% | -6.7% |
| 3M | +14.8% | +13.0% | +1.8% | +8.6% |
| 6M | +15.3% | +11.2% | +4.1% | +9.1% |
| YTD | -13.0% | -6.6% | -6.4% | -11.3% |
| 1Y | -5.7% | -18.1% | +12.4% | +1.7% |
| 3Y | +118.1% | +42.1% | +76.1% | +75.3% |
| All | +43.1% | +9.6% | +33.5% | +23.7% |
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