+193.3%
COP vs SONY
+9.8%
+183.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -4.9% | +4.4% | +0.4% |
| 30D | +11.7% | -1.6% | +13.3% | +12.0% |
| 3M | +17.7% | +10.0% | +7.7% | +15.3% |
| 6M | +18.3% | +8.4% | +9.9% | +15.9% |
| YTD | +49.1% | -8.4% | +57.5% | +51.5% |
| 1Y | +53.3% | -18.4% | +71.7% | +59.6% |
| 3Y | +22.2% | +41.0% | -18.8% | +10.6% |
| 5Y | +193.3% | +9.3% | +184.0% | +163.9% |
| All | +193.3% | +9.8% | +183.5% | +163.9% |
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 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