+363.7%
SONY vs CASY
+565.2%
-201.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -1.3% |
| 7D | +2.1% | +5.8% | -3.7% | +1.0% |
| 30D | +9.2% | +10.7% | -1.5% | +7.0% |
| 3M | +12.2% | -13.9% | +26.1% | +15.1% |
| 6M | +24.4% | -18.4% | +42.9% | +28.3% |
| YTD | +3.5% | +29.6% | -26.2% | -3.9% |
| 1Y | -9.2% | +32.8% | -42.0% | -16.2% |
| 3Y | +55.6% | +162.3% | -106.7% | +20.3% |
| 5Y | +12.0% | +265.0% | -253.1% | -21.6% |
| 10Y | +363.7% | +555.4% | -191.7% | +172.1% |
| All | +363.7% | +565.2% | -201.5% | +172.1% |
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 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