+2,653.9%
UL vs CASY
+36,294.0%
-33,640.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.5% | -11.3% | +11.8% | +2.2% |
| 3M | +17.6% | -0.6% | +18.2% | +17.1% |
| 6M | -5.4% | +10.7% | -16.1% | -7.4% |
| YTD | +0.7% | +37.1% | -36.4% | -4.5% |
| 1Y | -9.3% | +52.3% | -61.6% | -15.3% |
| 3Y | +24.5% | +215.2% | -190.7% | +3.6% |
| 5Y | +23.2% | +276.5% | -253.3% | -0.7% |
| 10Y | +64.5% | +508.4% | -443.9% | +22.0% |
| All | +2,653.9% | +36,294.0% | -33,640.2% | +1,235.8% |
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