+9.7%
SONY vs CASY
+290.4%
-280.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.8% |
| 7D | -5.2% | -4.4% | -0.8% | -4.6% |
| 30D | +0.3% | -12.0% | +12.3% | +1.9% |
| 3M | +6.2% | -2.3% | +8.6% | +5.9% |
| 6M | +9.5% | +10.5% | -1.0% | +6.9% |
| YTD | -8.1% | +33.0% | -41.1% | -12.9% |
| 1Y | -17.9% | +41.1% | -59.1% | -23.2% |
| 3Y | +41.5% | +207.5% | -166.0% | +14.7% |
| All | +9.7% | +290.4% | -280.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling