+251.3%
UAL vs CASY
+3,585.9%
-3,334.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | -11.3% | -4.8% | -11.0% |
| 3M | +6.1% | -0.6% | +6.8% | +2.0% |
| 6M | +10.8% | +10.7% | +0.1% | -0.3% |
| YTD | -0.4% | +37.1% | -37.5% | -20.7% |
| 1Y | +5.0% | +52.3% | -47.3% | -21.9% |
| 3Y | +124.0% | +215.2% | -91.2% | +5.1% |
| 5Y | +141.0% | +276.5% | -135.5% | +0.2% |
| 10Y | +118.0% | +508.4% | -390.4% | -35.3% |
| All | +251.3% | +3,585.9% | -3,334.5% | -74.9% |
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