+120.4%
UMC vs CASY
+32.9%
+87.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.1% |
| 7D | +11.2% | +3.6% | +7.6% | +12.1% |
| 30D | -28.0% | +9.1% | -37.1% | -26.4% |
| 3M | -20.5% | -16.5% | -4.0% | -23.2% |
| 6M | -1.6% | -19.7% | +18.1% | -1.8% |
| YTD | +99.4% | +29.3% | +70.1% | +91.9% |
| 1Y | +120.4% | +33.1% | +87.3% | +113.3% |
| All | +120.4% | +32.9% | +87.6% | +113.3% |
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 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