+23,263.3%
CTAS vs SONY
+516.6%
+22,746.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.2% |
| 7D | 0.0% | -5.2% | +5.1% | +1.5% |
| 30D | -1.0% | +0.3% | -1.3% | -1.2% |
| 3M | +15.8% | +6.2% | +9.5% | +13.5% |
| 6M | -1.0% | +9.5% | -10.5% | -4.1% |
| YTD | +7.4% | -8.1% | +15.5% | +9.1% |
| 1Y | -0.1% | -17.9% | +17.8% | +4.5% |
| 3Y | +66.3% | +41.5% | +24.8% | +45.7% |
| 5Y | +111.0% | +11.8% | +99.1% | +95.0% |
| 10Y | +662.9% | +275.4% | +387.5% | +392.0% |
| All | +23,263.3% | +516.6% | +22,746.7% | +11,452.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling