+66.7%
ULTA vs CASY
+159.8%
-93.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +12.4% | +10.2% | +2.2% | +11.3% |
| 3M | +22.4% | -15.7% | +38.1% | +24.2% |
| 6M | +28.9% | -18.4% | +47.2% | +31.4% |
| YTD | +7.6% | +28.3% | -20.7% | +2.0% |
| 1Y | +21.6% | +32.6% | -11.0% | +14.7% |
| All | +66.7% | +159.8% | -93.1% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling