+27.9%
ULTA vs CASY
+32.1%
-4.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.6% | +4.0% |
| 7D | +6.7% | +0.8% | +5.9% | +6.6% |
| 30D | +21.7% | +9.4% | +12.3% | +21.1% |
| 3M | +21.5% | -20.6% | +42.1% | +22.8% |
| 6M | +27.5% | -20.7% | +48.3% | +31.2% |
| YTD | +9.2% | +22.5% | -13.3% | -1.7% |
| 1Y | +27.9% | +29.5% | -1.6% | +13.6% |
| All | +27.9% | +32.1% | -4.3% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling