-11.8%
SONY vs COO
+4.1%
-15.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -1.2% | -2.2% | +1.1% | -0.8% |
| 30D | +9.4% | -7.0% | +16.5% | +10.6% |
| 3M | +10.5% | +12.2% | -1.7% | +8.3% |
| 6M | +11.7% | -15.1% | +26.8% | +16.9% |
| YTD | -4.1% | -15.1% | +11.0% | +0.3% |
| 1Y | -11.8% | +2.3% | -14.1% | -11.9% |
| All | -11.8% | +4.1% | -15.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling