+253.0%
UMC vs CASY
+209.8%
+43.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.0% | +5.1% |
| 7D | +6.6% | -4.4% | +11.0% | +6.7% |
| 30D | +16.6% | -12.0% | +28.6% | +17.1% |
| 3M | +11.0% | -2.3% | +13.4% | +10.0% |
| 6M | +131.3% | +10.5% | +120.8% | +122.4% |
| YTD | +182.5% | +33.0% | +149.5% | +162.9% |
| 1Y | +222.3% | +41.1% | +181.1% | +196.1% |
| 3Y | +253.0% | +207.5% | +45.5% | +179.9% |
| All | +253.0% | +209.8% | +43.3% | +179.9% |
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 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