-19.3%
UDR vs CASY
+274.3%
-293.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.2% |
| 7D | -2.1% | -4.4% | +2.3% | -1.2% |
| 30D | -5.6% | -12.0% | +6.4% | -3.3% |
| 3M | -5.8% | -2.3% | -3.4% | -6.2% |
| 6M | -1.1% | +10.5% | -11.6% | -4.7% |
| YTD | +1.6% | +33.0% | -31.4% | -6.5% |
| 1Y | -2.7% | +41.1% | -43.8% | -12.0% |
| 3Y | +6.3% | +207.5% | -201.2% | -23.7% |
| 5Y | -19.3% | +290.7% | -310.0% | -47.1% |
| All | -19.3% | +274.3% | -293.6% | -47.1% |
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