-9.8%
SNY vs CASY
+158.0%
-167.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.1% | +0.2% |
| 7D | -3.3% | -18.6% | +15.3% | -2.2% |
| 30D | -2.2% | -26.6% | +24.5% | -0.5% |
| 3M | -3.0% | -32.8% | +29.7% | -1.0% |
| 6M | +2.7% | -10.0% | +12.8% | +2.5% |
| YTD | -6.8% | +11.6% | -18.5% | -9.0% |
| 1Y | -5.3% | +11.5% | -16.7% | -7.5% |
| 3Y | -9.8% | +160.7% | -170.5% | -19.0% |
| All | -9.8% | +158.0% | -167.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling