+44.3%
UPS vs CASY
+551.3%
-507.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +1.1% | +3.6% | -2.4% | +0.3% |
| 30D | +17.3% | +7.2% | +10.1% | +15.5% |
| 3M | +7.9% | -16.9% | +24.8% | +11.9% |
| 6M | +13.7% | -19.3% | +33.1% | +17.8% |
| YTD | +17.2% | +25.6% | -8.5% | +7.6% |
| 1Y | +23.2% | +30.2% | -6.9% | +11.8% |
| 3Y | -5.9% | +154.9% | -160.7% | -31.5% |
| 5Y | -33.1% | +252.1% | -285.2% | -56.8% |
| 10Y | +44.3% | +535.8% | -491.5% | -21.0% |
| All | +44.3% | +551.3% | -507.0% | -21.0% |
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