+1,812.9%
ULTA vs CASY
+3,106.1%
-1,293.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +4.6% | -11.3% | +15.9% | +9.1% |
| 3M | +22.0% | -0.6% | +22.6% | +19.8% |
| 6M | -14.7% | +10.7% | -25.4% | -20.1% |
| YTD | -6.8% | +37.1% | -43.9% | -19.9% |
| 1Y | +6.5% | +52.3% | -45.8% | -12.7% |
| 3Y | +35.6% | +215.2% | -179.6% | -21.1% |
| 5Y | +47.6% | +276.5% | -228.9% | -21.3% |
| 10Y | +128.9% | +508.4% | -379.5% | -1.6% |
| All | +1,812.9% | +3,106.1% | -1,293.1% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling