+173.8%
CAH vs SONY
+42.2%
+131.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -5.1% | -2.7% | -2.4% | -5.0% |
| 30D | +0.2% | +1.5% | -1.4% | +0.1% |
| 3M | +6.3% | +13.0% | -6.7% | +5.5% |
| 6M | +9.4% | +11.2% | -1.8% | +8.6% |
| YTD | +15.0% | -6.6% | +21.6% | +15.5% |
| 1Y | +55.4% | -18.1% | +73.6% | +57.7% |
| 3Y | +173.8% | +42.1% | +131.7% | +165.3% |
| All | +173.8% | +42.2% | +131.6% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling