+677.7%
CAT vs SONY
+368.6%
+309.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.0% |
| 7D | -6.3% | +5.2% | -11.5% | -8.2% |
| 30D | -26.8% | +10.7% | -37.5% | -29.7% |
| 3M | -30.0% | +12.1% | -42.2% | -33.3% |
| 6M | -34.6% | +32.6% | -67.1% | -42.0% |
| YTD | +2.9% | +4.3% | -1.4% | -0.3% |
| 1Y | +3.3% | -4.5% | +7.8% | +3.2% |
| 3Y | +153.7% | +56.9% | +96.8% | +103.1% |
| 5Y | +207.3% | +12.5% | +194.8% | +175.0% |
| All | +677.7% | +368.6% | +309.1% | +315.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling