-15.3%
CTSH vs SONY
+10.4%
-25.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.2% | -3.2% | -1.0% | -3.1% |
| 30D | +3.9% | +9.6% | -5.6% | +0.7% |
| 3M | +10.2% | +13.3% | -3.1% | +5.6% |
| 6M | +35.3% | +20.3% | +15.0% | +26.9% |
| YTD | -21.8% | +4.1% | -25.9% | -23.4% |
| 1Y | -12.1% | -11.9% | -0.2% | -8.9% |
| 3Y | +2.0% | +56.6% | -54.6% | -16.9% |
| All | -15.3% | +10.4% | -25.6% | -22.8% |
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