+492.2%
COR vs SONY
+373.2%
+119.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.4% | +2.7% |
| 7D | +7.8% | +0.3% | +7.6% | +7.8% |
| 30D | +7.0% | +11.1% | -4.1% | +4.9% |
| 3M | +16.3% | +14.7% | +1.6% | +13.2% |
| 6M | +41.3% | +18.8% | +22.5% | +36.4% |
| YTD | +7.1% | +5.7% | +1.4% | +5.5% |
| 1Y | -0.8% | -8.1% | +7.2% | +0.3% |
| 3Y | +85.0% | +64.0% | +21.0% | +61.4% |
| 5Y | +203.9% | +12.6% | +191.2% | +188.4% |
| All | +492.2% | +373.2% | +119.0% | +278.7% |
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