+174.8%
ULTA vs CASY
+555.0%
-380.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | +11.5% | +9.1% | +2.5% | +7.8% |
| 3M | +28.1% | -16.5% | +44.7% | +36.3% |
| 6M | +34.2% | -19.7% | +53.9% | +42.8% |
| YTD | +9.2% | +29.3% | -20.1% | -6.3% |
| 1Y | +23.7% | +33.1% | -9.4% | +4.5% |
| 3Y | +69.2% | +158.5% | -89.3% | -1.0% |
| 5Y | +66.6% | +266.7% | -200.1% | -21.6% |
| All | +174.8% | +555.0% | -380.2% | +0.3% |
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