+41.8%
ULTA vs CASY
+234.8%
-193.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.2% | +12.9% | +1.7% |
| 7D | -1.8% | -16.5% | +14.7% | +1.8% |
| 30D | -1.2% | -26.4% | +25.1% | +5.1% |
| 3M | +13.4% | -17.3% | +30.7% | +16.3% |
| 6M | -15.6% | -5.2% | -10.4% | -17.0% |
| YTD | -10.4% | +14.1% | -24.5% | -16.5% |
| 1Y | +5.5% | +16.6% | -11.2% | -2.5% |
| 3Y | +31.0% | +163.7% | -132.7% | -11.8% |
| 5Y | +41.8% | +231.3% | -189.5% | -16.2% |
| All | +41.8% | +234.8% | -193.0% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling