+599.9%
SONY vs COO
+5,406.0%
-4,806.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +2.1% | -2.3% | +4.4% | +2.3% |
| 30D | +9.2% | +13.3% | -4.1% | +8.1% |
| 3M | +12.2% | -18.1% | +30.3% | +13.9% |
| 6M | +24.4% | +6.7% | +17.7% | +23.4% |
| YTD | +3.5% | -23.2% | +26.7% | +5.4% |
| 1Y | -9.2% | -12.3% | +3.1% | -8.5% |
| 3Y | +55.6% | -23.6% | +79.2% | +57.8% |
| 5Y | +12.0% | -38.7% | +50.7% | +15.3% |
| 10Y | +363.7% | +42.2% | +321.5% | +350.4% |
| All | +599.9% | +5,406.0% | -4,806.1% | +481.1% |
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