-47.9%
SOUN vs CASY
+250.9%
-298.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.2% |
| 7D | -9.5% | +5.8% | -15.3% | -11.3% |
| 30D | -21.3% | +10.7% | -32.0% | -24.3% |
| 3M | -47.2% | -13.9% | -33.4% | -44.8% |
| 6M | -53.7% | -18.4% | -35.3% | -51.1% |
| YTD | -60.8% | +29.6% | -90.4% | -67.9% |
| 1Y | -70.9% | +32.8% | -103.7% | -76.6% |
| 3Y | +118.4% | +162.3% | -43.8% | +19.7% |
| All | -47.9% | +250.9% | -298.8% | -72.1% |
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