+136,006.1%
UNH vs CASY
+36,294.0%
+99,712.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -3.8% | -11.3% | +7.6% | -1.8% |
| 3M | +0.7% | -0.6% | +1.4% | +0.2% |
| 6M | +37.9% | +10.7% | +27.1% | +34.2% |
| YTD | +21.9% | +37.1% | -15.2% | +14.2% |
| 1Y | +31.4% | +52.3% | -20.9% | +20.7% |
| 3Y | -11.4% | +215.2% | -226.6% | -29.4% |
| 5Y | +2.5% | +276.5% | -274.0% | -21.3% |
| 10Y | +242.9% | +508.4% | -265.5% | +139.2% |
| All | +136,006.1% | +36,294.0% | +99,712.0% | +55,112.7% |
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