+9.3%
SONY vs COO
-44.2%
+53.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +1.7% |
| 7D | -4.9% | -9.0% | +4.1% | -1.9% |
| 30D | -1.6% | -16.8% | +15.2% | +4.6% |
| 3M | +10.0% | -7.5% | +17.5% | +12.5% |
| 6M | +8.4% | -16.3% | +24.7% | +14.6% |
| YTD | -8.4% | -22.5% | +14.1% | -0.6% |
| 1Y | -18.4% | -7.0% | -11.4% | -17.6% |
| 3Y | +41.0% | -27.5% | +68.4% | +50.9% |
| 5Y | +9.3% | -43.3% | +52.6% | +26.7% |
| All | +9.3% | -44.2% | +53.4% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling