+336.7%
COP vs SONY
+373.2%
-36.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +1.1% |
| 7D | +4.4% | +0.3% | +4.2% | +4.3% |
| 30D | 0.0% | +11.1% | -11.2% | -3.7% |
| 3M | +15.0% | +14.7% | +0.4% | +9.4% |
| 6M | +22.0% | +18.8% | +3.2% | +14.1% |
| YTD | +55.3% | +5.7% | +49.6% | +50.5% |
| 1Y | +64.1% | -8.1% | +72.2% | +67.1% |
| 3Y | +34.1% | +64.0% | -29.9% | +5.8% |
| 5Y | +133.4% | +12.6% | +120.7% | +110.6% |
| All | +336.7% | +373.2% | -36.5% | +119.2% |
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 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