+151.8%
UMAC vs CASY
+22.7%
+129.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -4.6% |
| 7D | +3.3% | -16.5% | +19.8% | +5.4% |
| 30D | -10.4% | -26.4% | +16.0% | -7.3% |
| 3M | +1.8% | -17.3% | +19.1% | +2.8% |
| 6M | +40.7% | -5.2% | +45.9% | +22.5% |
| YTD | +90.9% | +14.1% | +76.8% | +42.3% |
| 1Y | +151.8% | +16.6% | +135.1% | +81.4% |
| All | +151.8% | +22.7% | +129.0% | +81.4% |
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