+95.4%
CAT vs SONY
-10.8%
+106.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.9% |
| 7D | +1.7% | -1.2% | +2.9% | +1.8% |
| 30D | -6.6% | +9.4% | -16.0% | -7.5% |
| 3M | -13.3% | +10.5% | -23.8% | -13.6% |
| 6M | +11.6% | +11.7% | -0.1% | +9.3% |
| YTD | +42.9% | -4.1% | +47.0% | +42.7% |
| 1Y | +95.4% | -11.8% | +107.2% | +97.6% |
| All | +95.4% | -10.8% | +106.3% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling