+248.5%
UAL vs CASY
+3,264.6%
-3,016.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.2% | -6.7% | -5.7% |
| 7D | +5.0% | +1.8% | +3.2% | +4.0% |
| 30D | -1.2% | +11.2% | -12.4% | -6.8% |
| 3M | -16.8% | -19.1% | +2.3% | -8.7% |
| 6M | +18.0% | -19.9% | +37.9% | +25.1% |
| YTD | -1.2% | +25.2% | -26.4% | -18.7% |
| 1Y | +14.3% | +31.6% | -17.3% | -9.0% |
| 3Y | +194.6% | +155.4% | +39.1% | +54.3% |
| 5Y | +109.6% | +251.5% | -141.9% | -10.9% |
| 10Y | +93.1% | +558.6% | -465.6% | -46.1% |
| All | +248.5% | +3,264.6% | -3,016.1% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling