+223.6%
CP vs SONY
+286.8%
-63.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -2.7% | -5.8% | +3.1% | -1.0% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | -0.6% | +13.3% | -13.9% | -4.8% |
| 6M | +6.3% | +8.5% | -2.2% | +2.8% |
| YTD | +21.2% | -8.1% | +29.3% | +23.3% |
| 1Y | +20.0% | -17.9% | +37.9% | +26.1% |
| 3Y | +18.7% | +41.4% | -22.7% | +1.5% |
| 5Y | +34.8% | +9.3% | +25.5% | +23.1% |
| All | +223.6% | +286.8% | -63.2% | +104.5% |
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