+156.3%
UMAC vs CASY
+51.2%
+105.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | -7.7% | -11.3% | +3.7% | -6.5% |
| 3M | -26.4% | -0.6% | -25.8% | -27.2% |
| 6M | +61.9% | +10.7% | +51.1% | +42.4% |
| YTD | +86.5% | +37.1% | +49.4% | +39.9% |
| 1Y | +156.3% | +52.3% | +104.0% | +74.0% |
| All | +156.3% | +51.2% | +105.1% | +74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling