+1,123.7%
CAT vs SONY
+286.8%
+836.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +0.6% | -5.8% | +6.4% | +2.6% |
| 30D | -4.5% | -0.4% | -4.2% | -4.6% |
| 3M | -5.8% | +13.3% | -19.1% | -10.9% |
| 6M | +12.7% | +8.5% | +4.3% | +8.0% |
| YTD | +41.4% | -8.1% | +49.5% | +43.9% |
| 1Y | +92.1% | -17.9% | +110.0% | +102.8% |
| 3Y | +197.5% | +41.4% | +156.0% | +147.9% |
| 5Y | +327.9% | +9.3% | +318.6% | +285.2% |
| All | +1,123.7% | +286.8% | +836.9% | +622.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling