+548.9%
SONY vs COO
+5,988.7%
-5,439.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | -1.2% | -2.2% | +1.1% | -1.0% |
| 30D | +9.4% | -7.0% | +16.5% | +10.1% |
| 3M | +10.5% | +12.2% | -1.7% | +9.3% |
| 6M | +11.7% | -15.1% | +26.8% | +13.0% |
| YTD | -4.1% | -15.1% | +11.0% | -2.9% |
| 1Y | -11.8% | +2.3% | -14.1% | -12.2% |
| 3Y | +45.9% | -23.7% | +69.6% | +48.2% |
| 5Y | +16.3% | -38.9% | +55.2% | +19.8% |
| 10Y | +297.6% | +49.9% | +247.7% | +284.7% |
| All | +548.9% | +5,988.7% | -5,439.8% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling