+280.4%
SONY vs COO
+17.5%
+262.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.7% | +15.0% | +5.5% |
| 7D | -5.8% | -23.3% | +17.5% | +2.9% |
| 30D | -0.4% | -29.5% | +29.1% | +12.1% |
| 3M | +13.3% | -20.0% | +33.3% | +21.4% |
| 6M | +8.5% | -27.2% | +35.7% | +19.9% |
| YTD | -8.1% | -33.9% | +25.8% | +5.2% |
| 1Y | -17.9% | -19.9% | +2.0% | -13.1% |
| 3Y | +41.4% | -38.1% | +79.5% | +60.2% |
| 5Y | +9.3% | -52.0% | +61.3% | +34.0% |
| All | +280.4% | +17.5% | +262.9% | +234.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling