-33.7%
UPS vs CASY
+276.6%
-310.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.5% | -11.3% | +7.8% | -2.0% |
| 3M | -5.7% | -0.6% | -5.1% | -6.4% |
| 6M | -4.4% | +10.7% | -15.1% | -7.5% |
| YTD | +8.0% | +37.1% | -29.1% | +0.1% |
| 1Y | +29.0% | +52.3% | -23.3% | +16.6% |
| 3Y | -27.7% | +215.2% | -242.9% | -47.3% |
| All | -33.7% | +276.6% | -310.4% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling