+9.5%
SNY vs CASY
+230.5%
-221.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.6% | -17.2% | +13.6% | -1.9% |
| 30D | -1.9% | -24.4% | +22.4% | +0.7% |
| 3M | -2.0% | -31.4% | +29.4% | +1.5% |
| 6M | +2.5% | -8.9% | +11.4% | +2.4% |
| YTD | -7.0% | +13.8% | -20.8% | -10.0% |
| 1Y | -4.4% | +17.0% | -21.3% | -7.9% |
| 3Y | -8.4% | +163.1% | -171.5% | -23.5% |
| 5Y | +9.5% | +239.0% | -229.4% | -14.9% |
| All | +9.5% | +230.5% | -221.0% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling