+5,625.4%
COF vs SONY
+397.4%
+5,228.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -2.7% | -4.9% | +2.3% | -0.6% |
| 30D | -3.4% | -1.6% | -1.8% | -2.8% |
| 3M | +15.4% | +10.0% | +5.4% | +10.2% |
| 6M | +14.4% | +8.4% | +6.0% | +9.2% |
| YTD | -12.0% | -8.4% | -3.5% | -10.1% |
| 1Y | -3.7% | -18.4% | +14.6% | +2.9% |
| 3Y | +121.1% | +41.0% | +80.1% | +81.9% |
| 5Y | +47.8% | +9.3% | +38.5% | +34.3% |
| 10Y | +250.3% | +281.7% | -31.4% | +81.7% |
| All | +5,625.4% | +397.4% | +5,228.0% | +2,214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling