+205.3%
COPX vs SONY
+270.4%
-65.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +6.0% | -4.9% | +10.9% | +8.3% |
| 30D | +6.4% | -1.6% | +8.0% | +6.9% |
| 3M | +19.3% | +10.0% | +9.3% | +12.9% |
| 6M | +16.2% | +8.4% | +7.8% | +11.1% |
| YTD | +33.2% | -8.4% | +41.6% | +37.5% |
| 1Y | +90.2% | -18.4% | +108.6% | +106.1% |
| 3Y | +175.7% | +41.0% | +134.7% | +125.7% |
| 5Y | +193.1% | +9.3% | +183.8% | +165.1% |
| 10Y | +619.4% | +281.7% | +337.7% | +268.6% |
| All | +205.3% | +270.4% | -65.1% | +67.8% |
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