+32,929.6%
CTSH vs SONY
+247.0%
+32,682.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.1% |
| 7D | -5.5% | -5.2% | -0.3% | -3.4% |
| 30D | +4.5% | +0.3% | +4.2% | +4.3% |
| 3M | +13.7% | +6.2% | +7.5% | +10.9% |
| 6M | -8.4% | +9.5% | -17.9% | -12.5% |
| YTD | -26.5% | -8.1% | -18.4% | -24.7% |
| 1Y | -13.9% | -17.9% | +4.0% | -8.1% |
| 3Y | -11.3% | +41.5% | -52.8% | -27.0% |
| 5Y | -14.8% | +11.8% | -26.7% | -24.0% |
| 10Y | +22.5% | +275.4% | -252.9% | -37.5% |
| All | +32,929.6% | +247.0% | +32,682.6% | +11,289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling