+92.6%
UAL vs CASY
+553.2%
-460.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | +8.2% | +1.1% | +7.1% | +7.6% |
| 30D | +2.3% | +8.7% | -6.4% | -1.2% |
| 3M | -12.7% | -17.3% | +4.6% | -6.8% |
| 6M | +12.7% | -19.7% | +32.4% | +18.6% |
| YTD | +0.8% | +24.8% | -24.0% | -14.8% |
| 1Y | +17.8% | +31.9% | -14.1% | -3.5% |
| 3Y | +206.7% | +155.4% | +51.3% | +73.2% |
| 5Y | +113.9% | +250.6% | -136.7% | -0.7% |
| All | +92.6% | +553.2% | -460.5% | -27.5% |
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