-61.9%
CSGP vs SONY
+58.0%
-119.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -3.2% | +5.2% | -8.4% | -4.7% |
| 30D | +2.2% | +10.7% | -8.5% | -0.7% |
| 3M | -3.7% | +12.1% | -15.8% | -6.7% |
| 6M | -7.4% | +32.6% | -40.0% | -14.4% |
| YTD | -54.9% | +4.3% | -59.2% | -55.6% |
| 1Y | -54.9% | -4.5% | -50.4% | -54.5% |
| 3Y | -61.9% | +56.9% | -118.8% | -66.7% |
| All | -61.9% | +58.0% | -119.9% | -66.7% |
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 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