+4,492.0%
COP vs SONY
+543.6%
+3,948.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.3% |
| 30D | +17.5% | +9.4% | +8.0% | +14.7% |
| 3M | +13.4% | +10.5% | +2.9% | +10.0% |
| 6M | +17.7% | +11.7% | +6.0% | +13.4% |
| YTD | +46.6% | -4.1% | +50.6% | +46.6% |
| 1Y | +44.6% | -11.8% | +56.4% | +47.4% |
| 3Y | +20.7% | +45.9% | -25.2% | +5.7% |
| 5Y | +185.0% | +16.3% | +168.8% | +160.7% |
| 10Y | +347.0% | +297.6% | +49.4% | +195.9% |
| All | +4,492.0% | +543.6% | +3,948.4% | +2,206.2% |
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 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