+7,769.7%
CP vs SONY
+609.3%
+7,160.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.9% |
| 7D | +2.1% | +0.3% | +1.9% | +2.1% |
| 30D | +9.3% | +11.1% | -1.8% | +6.0% |
| 3M | +0.5% | +14.7% | -14.2% | -3.6% |
| 6M | +10.4% | +18.8% | -8.4% | +4.5% |
| YTD | +28.7% | +5.7% | +23.0% | +25.4% |
| 1Y | +33.2% | -8.1% | +41.2% | +34.9% |
| 3Y | +38.4% | +64.0% | -25.5% | +16.3% |
| 5Y | +26.2% | +12.6% | +13.5% | +16.1% |
| 10Y | +258.4% | +373.8% | -115.4% | +113.2% |
| All | +7,769.7% | +609.3% | +7,160.4% | +3,331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling