+104.6%
UL vs CASY
+539.5%
-434.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.6% | +5.0% | -2.4% | +1.5% |
| 30D | +6.8% | +8.2% | -1.4% | +5.1% |
| 3M | +5.7% | -18.2% | +23.9% | +9.8% |
| 6M | +15.9% | -18.6% | +34.5% | +19.6% |
| YTD | +4.3% | +26.8% | -22.5% | -2.8% |
| 1Y | -0.4% | +31.6% | -32.0% | -8.0% |
| 3Y | +35.0% | +156.5% | -121.6% | +4.9% |
| 5Y | +31.6% | +258.6% | -227.0% | -7.5% |
| 10Y | +104.6% | +550.3% | -445.6% | +26.2% |
| All | +104.6% | +539.5% | -434.8% | +26.2% |
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