+34.9%
CP vs SONY
+9.8%
+25.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.6% | -4.9% | +5.5% | +1.8% |
| 30D | -0.5% | -1.6% | +1.1% | -0.2% |
| 3M | +0.1% | +10.0% | -9.9% | -2.6% |
| 6M | +7.8% | +8.4% | -0.6% | +5.0% |
| YTD | +22.9% | -8.4% | +31.3% | +24.9% |
| 1Y | +21.3% | -18.4% | +39.7% | +26.7% |
| 3Y | +20.4% | +41.0% | -20.6% | +6.1% |
| 5Y | +34.9% | +9.3% | +25.7% | +24.0% |
| All | +34.9% | +9.8% | +25.1% | +24.0% |
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