-50.5%
CPNG vs SONY
+9.6%
-60.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.2% |
| 7D | -1.1% | -2.7% | +1.6% | +0.4% |
| 30D | -7.4% | +1.5% | -8.9% | -8.2% |
| 3M | -12.3% | +13.0% | -25.4% | -18.6% |
| 6M | -19.4% | +11.2% | -30.7% | -25.3% |
| YTD | -35.9% | -6.6% | -29.3% | -34.2% |
| 1Y | -53.4% | -18.1% | -35.3% | -48.7% |
| 3Y | -20.0% | +42.1% | -62.1% | -41.8% |
| All | -50.5% | +9.6% | -60.1% | -59.5% |
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 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