+23,259.8%
CTAS vs SONY
+543.6%
+22,716.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -1.8% | -1.2% | -0.7% | -1.5% |
| 30D | -0.2% | +9.4% | -9.7% | -2.8% |
| 3M | +11.7% | +10.5% | +1.2% | +8.3% |
| 6M | +0.7% | +11.7% | -11.0% | -3.0% |
| YTD | +7.4% | -4.1% | +11.5% | +7.8% |
| 1Y | -2.1% | -11.8% | +9.7% | +0.3% |
| 3Y | +62.9% | +45.9% | +17.0% | +41.6% |
| 5Y | +111.9% | +16.3% | +95.6% | +93.8% |
| 10Y | +652.2% | +297.6% | +354.6% | +377.4% |
| All | +23,259.8% | +543.6% | +22,716.2% | +11,313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling