+22.2%
CTSH vs SONY
+293.1%
-270.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.3% |
| 7D | -3.7% | -2.7% | -1.0% | -2.7% |
| 30D | +3.7% | +1.5% | +2.2% | +3.1% |
| 3M | +17.9% | +13.0% | +4.9% | +12.8% |
| 6M | -2.6% | +11.2% | -13.9% | -7.0% |
| YTD | -26.4% | -6.6% | -19.8% | -25.1% |
| 1Y | -13.0% | -18.1% | +5.1% | -7.4% |
| 3Y | -11.2% | +42.1% | -53.3% | -26.2% |
| 5Y | -14.3% | +11.0% | -25.3% | -22.8% |
| All | +22.2% | +293.1% | -270.9% | -28.0% |
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 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