+565.2%
COPX vs SONY
+293.1%
+272.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.9% |
| 7D | -2.3% | -2.7% | +0.3% | -1.2% |
| 30D | +0.3% | +1.5% | -1.3% | -0.8% |
| 3M | +6.8% | +13.0% | -6.2% | -0.9% |
| 6M | +7.9% | +11.2% | -3.3% | +1.3% |
| YTD | +23.7% | -6.6% | +30.4% | +26.7% |
| 1Y | +71.5% | -18.1% | +89.7% | +86.7% |
| 3Y | +149.1% | +42.1% | +107.0% | +97.6% |
| 5Y | +167.3% | +11.0% | +156.3% | +135.0% |
| All | +565.2% | +293.1% | +272.2% | +235.7% |
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 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