-17.1%
CTSH vs SONY
+9.8%
-26.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -8.2% | -4.9% | -3.3% | -6.6% |
| 30D | +0.4% | -1.6% | +2.0% | +0.9% |
| 3M | +10.6% | +10.0% | +0.6% | +7.3% |
| 6M | -8.8% | +8.4% | -17.2% | -11.6% |
| YTD | -28.6% | -8.4% | -20.2% | -26.9% |
| 1Y | -15.9% | -18.4% | +2.4% | -10.9% |
| 3Y | -13.9% | +41.0% | -54.8% | -27.4% |
| 5Y | -17.1% | +9.3% | -26.4% | -24.7% |
| All | -17.1% | +9.8% | -26.9% | -24.7% |
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