+139,595.9%
UNH vs CASY
+33,553.3%
+106,042.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | +0.2% | +5.0% | -4.8% | -0.7% |
| 30D | +6.8% | +8.2% | -1.4% | +5.3% |
| 3M | -0.3% | -18.2% | +17.9% | +2.9% |
| 6M | +7.9% | -18.6% | +26.5% | +10.7% |
| YTD | +25.1% | +26.8% | -1.6% | +18.5% |
| 1Y | +29.3% | +31.6% | -2.3% | +21.5% |
| 3Y | -20.3% | +156.5% | -176.8% | -34.2% |
| 5Y | -3.6% | +258.6% | -262.2% | -25.5% |
| 10Y | +227.5% | +550.3% | -322.8% | +126.1% |
| All | +139,595.9% | +33,553.3% | +106,042.6% | +57,179.2% |
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