+1,762.4%
ULTA vs CASY
+3,010.2%
-1,247.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.3% | -1.5% |
| 7D | +0.7% | -4.4% | +5.0% | +2.4% |
| 30D | -2.8% | -12.0% | +9.2% | +1.7% |
| 3M | +18.7% | -2.3% | +21.0% | +17.4% |
| 6M | -15.0% | +10.5% | -25.5% | -20.4% |
| YTD | -9.2% | +33.0% | -42.2% | -21.1% |
| 1Y | +5.7% | +41.1% | -35.5% | -10.8% |
| 3Y | +32.8% | +207.5% | -174.7% | -22.0% |
| 5Y | +46.0% | +290.7% | -244.8% | -23.5% |
| 10Y | +125.5% | +556.5% | -431.0% | -5.6% |
| All | +1,762.4% | +3,010.2% | -1,247.8% | +275.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling