+7,539.9%
CP vs SONY
+543.6%
+6,996.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | +0.2% | +9.4% | -9.3% | -2.5% |
| 3M | +2.6% | +10.5% | -7.9% | -0.7% |
| 6M | +6.0% | +11.7% | -5.7% | +1.9% |
| YTD | +24.9% | -4.1% | +29.0% | +25.3% |
| 1Y | +20.1% | -11.8% | +31.9% | +22.9% |
| 3Y | +16.4% | +45.9% | -29.5% | +1.0% |
| 5Y | +31.7% | +16.3% | +15.4% | +20.0% |
| 10Y | +223.9% | +297.6% | -73.7% | +102.6% |
| All | +7,539.9% | +543.6% | +6,996.4% | +3,328.8% |
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