+152.7%
SONY vs CLBK
+65.5%
+87.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +1.5% | -1.0% | +2.6% | +1.8% |
| 3M | +13.0% | +22.9% | -9.9% | +7.2% |
| 6M | +11.2% | +44.2% | -33.0% | +1.4% |
| YTD | -6.6% | +64.0% | -70.6% | -17.7% |
| 1Y | -18.1% | +65.7% | -83.8% | -28.2% |
| 3Y | +42.1% | +54.1% | -12.0% | +23.7% |
| 5Y | +11.0% | +44.7% | -33.7% | -5.9% |
| All | +152.7% | +65.5% | +87.2% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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