-37.7%
CAG vs SONY
+293.1%
-330.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -5.7% | -2.7% | -3.0% | -5.4% |
| 30D | -2.4% | +1.5% | -3.9% | -2.6% |
| 3M | +9.8% | +13.0% | -3.2% | +8.3% |
| 6M | -10.8% | +11.2% | -22.1% | -12.0% |
| YTD | -10.8% | -6.6% | -4.2% | -10.5% |
| 1Y | -19.0% | -18.1% | -0.8% | -17.7% |
| 3Y | -39.7% | +42.1% | -81.8% | -42.6% |
| 5Y | -43.0% | +11.0% | -54.0% | -44.8% |
| All | -37.7% | +293.1% | -330.7% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling