+585.0%
CAG vs SONY
+514.2%
+70.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -6.6% | -4.9% | -1.7% | -6.1% |
| 30D | +2.3% | -1.6% | +3.9% | +2.5% |
| 3M | +16.3% | +10.0% | +6.3% | +14.9% |
| 6M | -16.0% | +8.4% | -24.5% | -17.0% |
| YTD | -7.7% | -8.4% | +0.7% | -7.0% |
| 1Y | -16.0% | -18.4% | +2.3% | -14.4% |
| 3Y | -37.7% | +41.0% | -78.7% | -41.1% |
| 5Y | -41.2% | +9.3% | -50.5% | -43.3% |
| 10Y | -33.8% | +281.7% | -315.5% | -46.4% |
| All | +585.0% | +514.2% | +70.8% | +336.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling