+73.7%
UAL vs CASY
+555.0%
-481.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.0% |
| 7D | -3.0% | +3.6% | -6.6% | -4.4% |
| 30D | +10.5% | +9.1% | +1.4% | +6.6% |
| 3M | -13.5% | -16.5% | +3.0% | -7.8% |
| 6M | +14.2% | -19.7% | +33.9% | +20.7% |
| YTD | -2.2% | +29.3% | -31.5% | -18.5% |
| 1Y | +12.5% | +33.1% | -20.6% | -7.9% |
| 3Y | +186.8% | +158.5% | +28.3% | +62.0% |
| 5Y | +119.4% | +266.7% | -147.3% | +0.1% |
| All | +73.7% | +555.0% | -481.3% | -32.7% |
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