+683.1%
CTAS vs SONY
+293.1%
+390.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.4% |
| 30D | -0.7% | +1.5% | -2.3% | -1.4% |
| 3M | +11.1% | +13.0% | -1.9% | +6.2% |
| 6M | +2.1% | +11.2% | -9.1% | -2.3% |
| YTD | +8.0% | -6.6% | +14.6% | +9.5% |
| 1Y | -0.5% | -18.1% | +17.6% | +5.4% |
| 3Y | +66.2% | +42.1% | +24.1% | +39.0% |
| 5Y | +109.2% | +11.0% | +98.1% | +88.5% |
| All | +683.1% | +293.1% | +390.1% | +368.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling