+251.0%
SNY vs CASY
+6,384.9%
-6,133.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.2% | +13.5% | +2.5% |
| 7D | -3.6% | -16.5% | +12.9% | +0.1% |
| 30D | -1.4% | -26.4% | +24.9% | +5.2% |
| 3M | -4.2% | -17.3% | +13.1% | -1.3% |
| 6M | +2.0% | -5.2% | +7.2% | +1.5% |
| YTD | -6.7% | +14.1% | -20.8% | -11.2% |
| 1Y | -4.7% | +16.6% | -21.3% | -10.0% |
| 3Y | -8.1% | +163.7% | -171.8% | -30.4% |
| 5Y | +8.2% | +231.3% | -223.1% | -23.5% |
| 10Y | +64.8% | +462.9% | -398.1% | -2.6% |
| All | +251.0% | +6,384.9% | -6,133.9% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling