-5.3%
SNY vs CASY
+14.3%
-19.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.1% |
| 7D | -3.3% | -18.6% | +15.3% | -3.3% |
| 30D | -2.2% | -26.6% | +24.5% | -2.3% |
| 3M | -3.0% | -32.8% | +29.7% | -3.5% |
| 6M | +2.7% | -10.0% | +12.8% | +1.7% |
| YTD | -6.8% | +11.6% | -18.5% | -8.1% |
| 1Y | -5.3% | +11.5% | -16.7% | -5.9% |
| All | -5.3% | +14.3% | -19.6% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1y: compounded portfolio wealth divided by compounded CASY 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…
1y analysis · Full analysis span regression · 6 months rolling