+60.0%
CSGP vs SONY
+373.2%
-313.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.3% |
| 7D | +1.3% | +0.3% | +1.1% | +1.3% |
| 30D | +2.8% | +11.1% | -8.3% | -1.1% |
| 3M | -6.3% | +14.7% | -21.0% | -11.0% |
| 6M | -3.2% | +18.8% | -21.9% | -9.4% |
| YTD | -54.0% | +5.7% | -59.7% | -55.3% |
| 1Y | -54.8% | -8.1% | -46.8% | -53.7% |
| 3Y | -60.6% | +64.0% | -124.6% | -68.9% |
| 5Y | -62.6% | +12.6% | -75.3% | -66.3% |
| All | +60.0% | +373.2% | -313.2% | -12.7% |
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