-5.1%
UDR vs CASY
+22.7%
-27.9%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.2% | +12.3% | -1.0% |
| 7D | -3.3% | -16.5% | +13.3% | -2.1% |
| 30D | -5.6% | -26.4% | +20.7% | -3.9% |
| 3M | -9.4% | -17.3% | +7.9% | -8.4% |
| 6M | -3.0% | -5.2% | +2.3% | -3.5% |
| YTD | -0.4% | +14.1% | -14.5% | -4.1% |
| 1Y | -5.1% | +16.6% | -21.8% | -10.7% |
| All | -5.1% | +22.7% | -27.9% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling