+41.5%
SONY vs CASY
+209.8%
-168.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.9% |
| 7D | -5.2% | -4.4% | -0.8% | -4.8% |
| 30D | +0.3% | -12.0% | +12.3% | +1.4% |
| 3M | +6.2% | -2.3% | +8.6% | +6.0% |
| 6M | +9.5% | +10.5% | -1.0% | +7.5% |
| YTD | -8.1% | +33.0% | -41.1% | -11.8% |
| 1Y | -17.9% | +41.1% | -59.1% | -22.0% |
| 3Y | +41.5% | +207.5% | -166.0% | +26.5% |
| All | +41.5% | +209.8% | -168.3% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling