+286.6%
SONY vs CASY
+453.5%
-166.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.6% | +2.0% |
| 7D | -2.7% | -18.6% | +15.9% | +1.1% |
| 30D | +1.5% | -26.6% | +28.2% | +7.5% |
| 3M | +13.0% | -32.8% | +45.8% | +21.6% |
| 6M | +11.2% | -10.0% | +21.2% | +11.7% |
| YTD | -6.6% | +11.6% | -18.3% | -10.7% |
| 1Y | -18.1% | +11.5% | -29.6% | -21.9% |
| 3Y | +42.1% | +160.7% | -118.6% | +8.9% |
| 5Y | +11.0% | +232.4% | -221.4% | -21.2% |
| All | +286.6% | +453.5% | -166.9% | +132.4% |
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