+9.3%
SONY vs CLBK
+41.8%
-32.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -5.8% | -1.4% | -4.4% | -5.5% |
| 30D | -0.4% | +4.5% | -4.9% | -1.2% |
| 3M | +13.3% | +22.8% | -9.5% | +9.0% |
| 6M | +8.5% | +43.4% | -34.9% | +1.4% |
| YTD | -8.1% | +64.1% | -72.2% | -16.3% |
| 1Y | -17.9% | +67.6% | -85.5% | -25.6% |
| 3Y | +41.4% | +53.3% | -11.8% | +27.8% |
| 5Y | +9.3% | +44.8% | -35.5% | -1.9% |
| All | +9.3% | +41.8% | -32.6% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling