+116.8%
CTAS vs SONY
+10.4%
+106.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +1.4% |
| 30D | +10.2% | +9.6% | +0.7% | +7.4% |
| 3M | +12.1% | +13.3% | -1.2% | +8.1% |
| 6M | +38.3% | +20.3% | +18.0% | +30.6% |
| YTD | +21.9% | +4.1% | +17.8% | +19.6% |
| 1Y | +24.0% | -11.9% | +35.9% | +27.7% |
| 3Y | +75.1% | +56.6% | +18.5% | +47.1% |
| All | +116.8% | +10.4% | +106.4% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling