+109.6%
CTAS vs SONY
+9.8%
+99.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | -4.9% | +5.9% | +2.4% |
| 30D | -1.1% | -1.6% | +0.5% | -0.7% |
| 3M | +11.5% | +10.0% | +1.5% | +8.4% |
| 6M | +0.2% | +8.4% | -8.3% | -2.6% |
| YTD | +7.2% | -8.4% | +15.6% | +9.1% |
| 1Y | 0.0% | -18.4% | +18.3% | +4.9% |
| 3Y | +65.9% | +41.0% | +25.0% | +43.5% |
| 5Y | +109.6% | +9.3% | +100.3% | +92.6% |
| All | +109.6% | +9.8% | +99.8% | +92.6% |
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 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