+3,225.2%
CSGP vs SONY
+277.0%
+2,948.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.7% | -4.0% |
| 7D | +1.3% | +6.7% | -5.5% | -0.9% |
| 30D | +10.7% | +14.8% | -4.1% | +6.0% |
| 3M | +3.3% | +16.9% | -13.6% | -1.6% |
| 6M | -10.3% | +30.2% | -40.6% | -17.9% |
| YTD | -54.6% | +5.5% | -60.0% | -55.7% |
| 1Y | -54.6% | -4.6% | -50.1% | -54.4% |
| 3Y | -60.3% | +57.2% | -117.6% | -66.8% |
| 5Y | -63.3% | +12.1% | -75.4% | -66.0% |
| 10Y | +66.5% | +361.6% | -295.1% | -4.0% |
| All | +3,225.2% | +277.0% | +2,948.2% | +1,455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling