+243.6%
UMC vs CASY
+7,821.1%
-7,577.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +7.7% | -11.3% | +19.0% | +12.2% |
| 3M | +1.7% | -0.6% | +2.3% | -0.5% |
| 6M | +113.9% | +10.7% | +103.2% | +99.8% |
| YTD | +168.9% | +37.1% | +131.8% | +131.6% |
| 1Y | +207.2% | +52.3% | +154.9% | +153.0% |
| 3Y | +227.7% | +215.2% | +12.5% | +98.2% |
| 5Y | +118.0% | +276.5% | -158.4% | +21.3% |
| 10Y | +1,682.1% | +508.4% | +1,173.8% | +668.6% |
| All | +243.6% | +7,821.1% | -7,577.5% | -65.0% |
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