+203.9%
CAT vs SONY
+41.5%
+162.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.2% | +5.2% | +1.9% |
| 7D | +5.6% | -5.2% | +10.7% | +6.7% |
| 30D | -2.3% | +0.3% | -2.6% | -2.6% |
| 3M | -10.0% | +6.2% | -16.2% | -11.6% |
| 6M | +21.2% | +9.5% | +11.7% | +17.6% |
| YTD | +44.4% | -8.1% | +52.5% | +46.4% |
| 1Y | +96.3% | -17.9% | +114.2% | +104.1% |
| 3Y | +203.9% | +41.5% | +162.4% | +169.5% |
| All | +203.9% | +41.5% | +162.5% | +169.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling