+1,857.3%
UMC vs CASY
+468.0%
+1,389.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -14.2% | +18.2% | +6.7% |
| 7D | +13.6% | -16.5% | +30.1% | +17.1% |
| 30D | +20.8% | -26.4% | +47.1% | +27.6% |
| 3M | +16.1% | -17.3% | +33.4% | +18.2% |
| 6M | +137.3% | -5.2% | +142.5% | +131.8% |
| YTD | +193.8% | +14.1% | +179.7% | +173.3% |
| 1Y | +236.1% | +16.6% | +219.5% | +210.0% |
| 3Y | +267.1% | +163.7% | +103.4% | +164.9% |
| 5Y | +145.3% | +231.3% | -86.0% | +64.0% |
| 10Y | +1,857.3% | +462.9% | +1,394.4% | +1,101.4% |
| All | +1,857.3% | +468.0% | +1,389.3% | +1,101.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling