+262.2%
CP vs SONY
+366.0%
-103.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | +10.3% | +9.6% | +0.8% | +7.2% |
| 3M | +2.3% | +13.3% | -11.0% | -1.7% |
| 6M | +10.7% | +20.3% | -9.6% | +3.9% |
| YTD | +29.3% | +4.1% | +25.2% | +26.5% |
| 1Y | +31.5% | -11.9% | +43.3% | +35.5% |
| 3Y | +36.7% | +56.6% | -19.9% | +13.7% |
| 5Y | +26.8% | +10.9% | +15.9% | +16.3% |
| All | +262.2% | +366.0% | -103.8% | +116.3% |
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