+2,878.3%
UDR vs CASY
+36,294.0%
-33,415.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -5.2% | -11.3% | +6.2% | -2.7% |
| 3M | -5.8% | -0.6% | -5.1% | -6.5% |
| 6M | -1.7% | +10.7% | -12.4% | -5.1% |
| YTD | +2.4% | +37.1% | -34.8% | -6.1% |
| 1Y | -2.1% | +52.3% | -54.4% | -12.6% |
| 3Y | +4.2% | +215.2% | -211.0% | -22.7% |
| 5Y | -20.0% | +276.5% | -296.5% | -43.6% |
| 10Y | +44.6% | +508.4% | -463.7% | -9.9% |
| All | +2,878.3% | +36,294.0% | -33,415.8% | +1,041.0% |
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