+1,341.4%
UMC vs CASY
+565.2%
+776.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.7% | +6.5% |
| 7D | +0.1% | +5.8% | -5.7% | -0.9% |
| 30D | -28.7% | +10.7% | -39.4% | -30.1% |
| 3M | -15.1% | -13.9% | -1.2% | -13.1% |
| 6M | +5.0% | -18.4% | +23.4% | +7.5% |
| YTD | +108.2% | +29.6% | +78.5% | +88.6% |
| 1Y | +121.7% | +32.8% | +88.9% | +99.2% |
| 3Y | +139.8% | +162.3% | -22.5% | +75.3% |
| 5Y | +85.1% | +265.0% | -179.9% | +21.4% |
| 10Y | +1,341.4% | +555.4% | +786.0% | +764.9% |
| All | +1,341.4% | +565.2% | +776.2% | +764.9% |
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