+180.7%
COR vs SONY
+8.8%
+171.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -5.8% | +0.9% | -4.5% |
| 30D | -3.7% | -0.4% | -3.3% | -3.7% |
| 3M | +14.3% | +13.3% | +1.0% | +13.5% |
| 6M | -8.5% | +8.5% | -17.0% | -9.0% |
| YTD | -4.4% | -8.1% | +3.7% | -4.0% |
| 1Y | +9.1% | -17.9% | +27.0% | +10.3% |
| 3Y | +85.2% | +41.4% | +43.8% | +78.1% |
| 5Y | +180.7% | +9.3% | +171.4% | +172.8% |
| All | +180.7% | +8.8% | +171.9% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling