+688.6%
CAT vs SONY
+373.2%
+315.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.4% |
| 7D | +7.4% | +0.3% | +7.2% | +7.3% |
| 30D | -19.7% | +11.1% | -30.8% | -22.9% |
| 3M | -29.6% | +14.7% | -44.3% | -33.4% |
| 6M | -33.2% | +18.8% | -52.0% | -38.1% |
| YTD | +5.7% | +5.7% | -0.1% | +1.9% |
| 1Y | +9.3% | -8.1% | +17.4% | +11.0% |
| 3Y | +158.3% | +64.0% | +94.3% | +103.3% |
| 5Y | +211.6% | +12.6% | +198.9% | +179.0% |
| All | +688.6% | +373.2% | +315.4% | +319.2% |
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 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