+200.6%
UAL vs CASY
+154.8%
+45.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -4.9% |
| 7D | +5.0% | +1.8% | +3.2% | +4.7% |
| 30D | -1.2% | +11.2% | -12.4% | -2.8% |
| 3M | -16.8% | -19.1% | +2.3% | -14.1% |
| 6M | +18.0% | -19.9% | +37.9% | +22.2% |
| YTD | -1.2% | +25.2% | -26.4% | -12.5% |
| 1Y | +14.3% | +31.6% | -17.3% | -0.9% |
| All | +200.6% | +154.8% | +45.8% | +112.2% |
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