-34.4%
AUR vs CASY
+234.8%
-269.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.2% | +14.1% | +5.7% |
| 7D | +11.1% | -16.5% | +27.6% | +18.9% |
| 30D | -6.9% | -26.4% | +19.5% | +5.0% |
| 3M | +5.5% | -17.3% | +22.8% | +9.4% |
| 6M | +41.0% | -5.2% | +46.2% | +36.1% |
| YTD | +69.3% | +14.1% | +55.2% | +46.9% |
| 1Y | +14.0% | +16.6% | -2.6% | -3.1% |
| 3Y | +90.1% | +163.7% | -73.6% | -0.7% |
| 5Y | -34.4% | +231.3% | -265.7% | -71.2% |
| All | -34.4% | +234.8% | -269.2% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling