+94.6%
CAT vs SONY
-18.8%
+113.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +2.9% | -4.9% | +7.8% | +3.3% |
| 30D | -2.6% | -1.6% | -1.0% | -2.6% |
| 3M | -10.7% | +10.0% | -20.7% | -11.9% |
| 6M | +16.1% | +8.4% | +7.7% | +13.5% |
| YTD | +43.2% | -8.4% | +51.7% | +43.9% |
| All | +94.6% | -18.8% | +113.4% | +98.8% |
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