+225.1%
UNH vs CASY
+565.2%
-340.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.1% |
| 7D | -1.6% | +5.8% | -7.4% | -3.0% |
| 30D | +6.5% | +10.7% | -4.2% | +3.7% |
| 3M | +0.8% | -13.9% | +14.7% | +4.1% |
| 6M | +6.1% | -18.4% | +24.5% | +10.2% |
| YTD | +24.5% | +29.6% | -5.2% | +13.0% |
| 1Y | +26.3% | +32.8% | -6.5% | +13.6% |
| 3Y | -20.7% | +162.3% | -183.0% | -43.5% |
| 5Y | -3.6% | +265.0% | -268.6% | -39.6% |
| 10Y | +225.1% | +555.4% | -330.3% | +70.0% |
| All | +225.1% | +565.2% | -340.1% | +70.0% |
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 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