-62.8%
CSGP vs SONY
+46.9%
-109.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.0% |
| 7D | -4.1% | -1.2% | -2.9% | -3.7% |
| 30D | +2.3% | +9.4% | -7.1% | -0.1% |
| 3M | -8.2% | +10.5% | -18.7% | -10.9% |
| 6M | -35.1% | +11.7% | -46.8% | -37.3% |
| YTD | -54.0% | -4.1% | -50.0% | -53.7% |
| 1Y | -65.3% | -11.8% | -53.5% | -64.2% |
| All | -62.8% | +46.9% | -109.7% | -68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling