+128.8%
CART vs SONY
+61.0%
+67.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +1.2% | -3.2% | +4.4% | +2.0% |
| 30D | +17.8% | +9.6% | +8.2% | +14.8% |
| 3M | +20.7% | +13.3% | +7.4% | +16.6% |
| 6M | +49.7% | +20.3% | +29.4% | +42.3% |
| YTD | +30.0% | +4.1% | +25.9% | +27.1% |
| 1Y | +48.4% | -11.9% | +60.3% | +50.1% |
| All | +128.8% | +61.0% | +67.8% | +101.2% |
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