-64.8%
CSGP vs SONY
+16.3%
-81.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.8% |
| 7D | -4.1% | -1.2% | -2.9% | -3.6% |
| 30D | +2.3% | +9.4% | -7.1% | -1.0% |
| 3M | -8.2% | +10.5% | -18.7% | -11.7% |
| 6M | -35.1% | +11.7% | -46.8% | -38.1% |
| YTD | -54.0% | -4.1% | -50.0% | -53.6% |
| 1Y | -65.3% | -11.8% | -53.5% | -64.0% |
| 3Y | -62.6% | +45.9% | -108.5% | -69.5% |
| All | -64.8% | +16.3% | -81.1% | -67.7% |
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 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