-53.5%
SOUN vs CASY
+249.9%
-303.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.8% | -3.3% |
| 7D | -15.1% | +3.6% | -18.6% | -16.1% |
| 30D | -23.0% | +9.1% | -32.0% | -25.4% |
| 3M | -53.3% | -16.5% | -36.8% | -50.6% |
| 6M | -58.6% | -19.7% | -38.8% | -55.8% |
| YTD | -65.0% | +29.3% | -94.3% | -71.3% |
| 1Y | -71.4% | +33.1% | -104.6% | -77.1% |
| 3Y | +75.4% | +158.5% | -83.1% | -3.4% |
| All | -53.5% | +249.9% | -303.4% | -75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling