+85.7%
COPX vs SONY
-10.8%
+96.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -4.0% | -1.2% | -2.8% | -3.5% |
| 30D | +4.5% | +9.4% | -4.9% | +0.2% |
| 3M | +0.8% | +10.5% | -9.7% | -3.6% |
| 6M | +3.2% | +11.7% | -8.5% | -3.1% |
| YTD | +26.7% | -4.1% | +30.8% | +25.2% |
| 1Y | +85.7% | -11.8% | +97.5% | +94.7% |
| All | +85.7% | -10.8% | +96.5% | +94.7% |
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