+66.7%
UL vs CASY
+549.1%
-482.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.4% |
| 7D | -1.3% | -4.4% | +3.1% | -0.4% |
| 30D | +0.9% | -12.0% | +13.0% | +3.5% |
| 3M | +14.2% | -2.3% | +16.6% | +13.8% |
| 6M | -3.2% | +10.5% | -13.7% | -6.5% |
| YTD | -0.3% | +33.0% | -33.4% | -7.7% |
| 1Y | -8.8% | +41.1% | -49.9% | -16.8% |
| 3Y | +23.9% | +207.5% | -183.6% | -7.8% |
| 5Y | +21.4% | +290.7% | -269.4% | -16.2% |
| 10Y | +66.7% | +556.5% | -489.8% | +1.3% |
| All | +66.7% | +549.1% | -482.4% | +1.3% |
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