+147.8%
SONY vs CLBK
+64.7%
+83.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -4.9% | -1.5% | -3.4% | -4.6% |
| 30D | -1.6% | +6.7% | -8.3% | -3.2% |
| 3M | +10.0% | +21.2% | -11.2% | +4.7% |
| 6M | +8.4% | +42.0% | -33.6% | -0.8% |
| YTD | -8.4% | +63.3% | -71.7% | -19.2% |
| 1Y | -18.4% | +65.4% | -83.7% | -28.4% |
| 3Y | +41.0% | +52.5% | -11.5% | +23.1% |
| 5Y | +9.3% | +42.0% | -32.7% | -6.8% |
| All | +147.8% | +64.7% | +83.1% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling