-8.1%
SONY vs CASY
+32.9%
-40.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.5% |
| 7D | +0.3% | +3.6% | -3.3% | +0.1% |
| 30D | +11.1% | +9.1% | +2.1% | +10.7% |
| 3M | +14.7% | -16.5% | +31.2% | +14.6% |
| 6M | +18.8% | -19.7% | +38.5% | +22.4% |
| YTD | +5.7% | +29.3% | -23.5% | +4.5% |
| 1Y | -8.1% | +33.1% | -41.2% | -9.3% |
| All | -8.1% | +32.9% | -40.9% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling