-13.9%
CTSH vs SONY
+39.5%
-53.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -8.2% | -4.9% | -3.3% | -7.0% |
| 30D | +0.4% | -1.6% | +2.0% | +0.8% |
| 3M | +10.6% | +10.0% | +0.6% | +8.2% |
| 6M | -8.8% | +8.4% | -17.2% | -10.7% |
| YTD | -28.6% | -8.4% | -20.2% | -27.5% |
| 1Y | -15.9% | -18.4% | +2.4% | -12.5% |
| All | -13.9% | +39.5% | -53.4% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling