+50.5%
COP vs SONY
-16.9%
+67.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.2% |
| 7D | +2.3% | -2.7% | +5.0% | +2.3% |
| 30D | +8.6% | +1.5% | +7.1% | +8.6% |
| 3M | +19.9% | +13.0% | +6.9% | +20.2% |
| 6M | +19.0% | +11.2% | +7.8% | +20.0% |
| YTD | +50.0% | -6.6% | +56.6% | +55.7% |
| 1Y | +50.5% | -18.1% | +68.6% | +60.9% |
| All | +50.5% | -16.9% | +67.4% | +60.9% |
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