+317.5%
UMAC vs CASY
+155.8%
+161.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | +0.3% |
| 7D | -2.9% | +5.8% | -8.7% | -3.3% |
| 30D | -35.6% | +10.7% | -46.3% | -36.2% |
| 3M | -51.3% | -13.9% | -37.4% | -50.6% |
| 6M | -17.5% | -18.4% | +0.9% | -14.9% |
| YTD | -0.7% | +29.6% | -30.3% | -7.2% |
| 1Y | +16.5% | +32.8% | -16.3% | +8.4% |
| All | +317.5% | +155.8% | +161.7% | +209.4% |
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 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