+43.7%
UPS vs CASY
+539.5%
-495.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +1.7% | +5.0% | -3.3% | +0.6% |
| 30D | +17.4% | +8.2% | +9.2% | +15.3% |
| 3M | +7.7% | -18.2% | +25.9% | +12.1% |
| 6M | +13.8% | -18.6% | +32.4% | +17.6% |
| YTD | +17.3% | +26.8% | -9.5% | +7.4% |
| 1Y | +27.2% | +31.6% | -4.4% | +15.1% |
| 3Y | -5.6% | +156.5% | -162.2% | -31.5% |
| 5Y | -33.5% | +258.6% | -292.2% | -57.3% |
| 10Y | +43.7% | +550.3% | -506.6% | -21.6% |
| All | +43.7% | +539.5% | -495.8% | -21.6% |
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