-9.1%
SONY vs CAI
-8.1%
-1.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.1% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | +0.3% | +9.1% | -8.8% | -0.4% |
| 3M | +6.2% | +53.8% | -47.5% | +2.7% |
| 6M | +9.5% | +33.5% | -24.0% | +6.4% |
| YTD | -8.1% | -8.0% | -0.1% | -9.2% |
| 1Y | -17.9% | -28.7% | +10.8% | -17.4% |
| All | -9.1% | -8.1% | -1.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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