-10.8%
CTSH vs SONY
-10.8%
0.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | -2.7% | -1.2% | -1.5% | -2.4% |
| 30D | +12.4% | +9.4% | +2.9% | +9.9% |
| 3M | +17.4% | +10.5% | +6.9% | +14.0% |
| 6M | -3.1% | +11.7% | -14.8% | -5.3% |
| YTD | -23.6% | -4.1% | -19.5% | -24.1% |
| 1Y | -10.8% | -11.8% | +1.0% | -10.0% |
| All | -10.8% | -10.8% | 0.0% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling