+139.2%
UAL vs CASY
+276.6%
-137.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | -11.3% | -4.8% | -13.3% |
| 3M | +6.1% | -0.6% | +6.8% | +3.5% |
| 6M | +10.8% | +10.7% | +0.1% | +2.6% |
| YTD | -0.4% | +37.1% | -37.5% | -15.9% |
| 1Y | +5.0% | +52.3% | -47.3% | -15.9% |
| 3Y | +124.0% | +215.2% | -91.2% | +23.1% |
| All | +139.2% | +276.6% | -137.5% | +11.3% |
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