+62.6%
CSGP vs SONY
+364.7%
-302.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -7.1% | +2.1% | -9.2% | -7.9% |
| 30D | +3.6% | +9.2% | -5.6% | +0.3% |
| 3M | -2.7% | +12.2% | -14.9% | -6.8% |
| 6M | -8.1% | +24.4% | -32.5% | -15.6% |
| YTD | -55.0% | +3.5% | -58.5% | -56.0% |
| 1Y | -55.8% | -9.2% | -46.6% | -54.5% |
| 3Y | -62.0% | +55.6% | -117.6% | -69.4% |
| 5Y | -62.9% | +12.0% | -74.9% | -66.4% |
| 10Y | +62.6% | +363.7% | -301.1% | -9.7% |
| All | +62.6% | +364.7% | -302.2% | -9.7% |
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