+19,095.1%
CAT vs SONY
+594.1%
+18,500.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.2% |
| 7D | +1.7% | +2.1% | -0.3% | +0.9% |
| 30D | -24.6% | +9.2% | -33.8% | -26.9% |
| 3M | -28.5% | +12.2% | -40.7% | -31.4% |
| 6M | -34.8% | +24.4% | -59.2% | -40.0% |
| YTD | +5.9% | +3.5% | +2.4% | +3.1% |
| 1Y | +6.8% | -9.2% | +16.0% | +8.1% |
| 3Y | +161.1% | +55.6% | +105.5% | +119.3% |
| 5Y | +213.4% | +12.0% | +201.5% | +186.5% |
| 10Y | +700.3% | +363.7% | +336.7% | +366.0% |
| All | +19,095.1% | +594.1% | +18,500.9% | +7,929.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling