+188.0%
SOUN vs CASY
+220.7%
-32.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -5.2% | +0.1% | -5.3% | -5.3% |
| 30D | +4.8% | -11.3% | +16.2% | +9.1% |
| 3M | -15.9% | -0.6% | -15.2% | -18.6% |
| 6M | -17.4% | +10.7% | -28.1% | -25.6% |
| YTD | -32.4% | +37.1% | -69.5% | -46.5% |
| 1Y | -49.3% | +52.3% | -101.6% | -62.8% |
| All | +188.0% | +220.7% | -32.7% | +33.2% |
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