+11.9%
COST vs SONY
-6.4%
+18.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.3% |
| 7D | +6.6% | +2.9% | +3.7% | +6.1% |
| 30D | +13.5% | +10.2% | +3.2% | +11.7% |
| 3M | +10.6% | +16.1% | -5.5% | +8.1% |
| 6M | +3.6% | +32.1% | -28.5% | 0.0% |
| YTD | +22.1% | +1.4% | +20.7% | +20.8% |
| 1Y | +11.9% | -7.0% | +18.9% | +11.1% |
| All | +11.9% | -6.4% | +18.3% | +11.1% |
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