+375.7%
SONY vs CASY
+555.0%
-179.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | +0.3% | +3.6% | -3.3% | -0.4% |
| 30D | +11.1% | +9.1% | +2.1% | +9.2% |
| 3M | +14.7% | -16.5% | +31.2% | +18.3% |
| 6M | +18.8% | -19.7% | +38.5% | +22.9% |
| YTD | +5.7% | +29.3% | -23.5% | -1.8% |
| 1Y | -8.1% | +33.1% | -41.2% | -15.3% |
| 3Y | +64.0% | +158.5% | -94.5% | +27.2% |
| 5Y | +12.6% | +266.7% | -254.1% | -21.3% |
| All | +375.7% | +555.0% | -179.3% | +177.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling