+604.4%
SONY vs CASY
+33,946.0%
-33,341.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.8% |
| 7D | -3.2% | +2.5% | -5.7% | -3.7% |
| 30D | +9.6% | +10.2% | -0.6% | +7.5% |
| 3M | +13.3% | -15.7% | +29.0% | +16.7% |
| 6M | +20.3% | -18.4% | +38.7% | +23.7% |
| YTD | +4.1% | +28.3% | -24.1% | -2.4% |
| 1Y | -11.9% | +32.6% | -44.4% | -18.1% |
| 3Y | +56.6% | +159.5% | -102.9% | +25.3% |
| 5Y | +10.9% | +263.9% | -253.0% | -18.1% |
| 10Y | +366.6% | +548.5% | -181.9% | +198.6% |
| All | +604.4% | +33,946.0% | -33,341.5% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling