+548.9%
SONY vs CASY
+36,294.0%
-35,745.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.2% | +0.1% | -1.2% | -1.2% |
| 30D | +9.4% | -11.3% | +20.8% | +11.9% |
| 3M | +10.5% | -0.6% | +11.1% | +9.7% |
| 6M | +11.7% | +10.7% | +1.0% | +8.3% |
| YTD | -4.1% | +37.1% | -41.2% | -11.0% |
| 1Y | -11.8% | +52.3% | -64.1% | -20.1% |
| 3Y | +45.9% | +215.2% | -169.3% | +12.4% |
| 5Y | +16.3% | +276.5% | -260.2% | -14.5% |
| 10Y | +297.6% | +508.4% | -210.8% | +158.1% |
| All | +548.9% | +36,294.0% | -35,745.1% | +114.4% |
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