+160.7%
UMC vs CASY
+7,310.0%
-7,149.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.6% |
| 7D | +17.8% | +2.5% | +15.3% | +16.9% |
| 30D | -29.6% | +10.2% | -39.8% | -32.2% |
| 3M | -18.4% | -15.7% | -2.7% | -14.5% |
| 6M | -0.1% | -18.4% | +18.2% | +3.1% |
| YTD | +104.0% | +28.3% | +75.8% | +77.6% |
| 1Y | +121.5% | +32.6% | +89.0% | +89.9% |
| 3Y | +135.0% | +159.5% | -24.5% | +51.5% |
| 5Y | +83.0% | +263.9% | -180.9% | +1.7% |
| 10Y | +1,312.7% | +548.5% | +764.2% | +485.6% |
| All | +160.7% | +7,310.0% | -7,149.4% | -73.2% |
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