+47.9%
UDR vs CASY
+468.0%
-420.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | +2.2% |
| 7D | -3.3% | -16.5% | +13.3% | +1.7% |
| 30D | -5.6% | -26.4% | +20.7% | +2.8% |
| 3M | -9.4% | -17.3% | +7.9% | -5.8% |
| 6M | -3.0% | -5.2% | +2.3% | -3.9% |
| YTD | -0.4% | +14.1% | -14.5% | -7.4% |
| 1Y | -5.1% | +16.6% | -21.8% | -12.8% |
| 3Y | +4.2% | +163.7% | -159.5% | -30.4% |
| 5Y | -19.5% | +231.3% | -250.8% | -51.7% |
| 10Y | +47.9% | +462.9% | -415.0% | -23.3% |
| All | +47.9% | +468.0% | -420.1% | -23.3% |
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 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