+44.6%
COP vs SONY
-10.8%
+55.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +17.5% | +9.4% | +8.0% | +17.5% |
| 3M | +13.4% | +10.5% | +2.9% | +14.1% |
| 6M | +17.7% | +11.7% | +6.0% | +19.0% |
| YTD | +46.6% | -4.1% | +50.6% | +51.4% |
| 1Y | +44.6% | -11.8% | +56.4% | +52.2% |
| All | +44.6% | -10.8% | +55.4% | +52.2% |
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