+684.2%
UMAC vs CASY
+170.6%
+513.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -26.4% | -0.6% | -25.8% | -26.9% |
| 6M | +61.9% | +10.7% | +51.1% | +56.1% |
| YTD | +86.5% | +37.1% | +49.4% | +73.1% |
| 1Y | +156.3% | +52.3% | +104.0% | +135.6% |
| All | +684.2% | +170.6% | +513.6% | +477.3% |
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