+227.0%
UPS vs CASY
+6,952.0%
-6,725.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -5.7% | -0.6% | -5.1% | -6.7% |
| 6M | -4.4% | +10.7% | -15.1% | -7.9% |
| YTD | +8.0% | +37.1% | -29.1% | -1.0% |
| 1Y | +29.0% | +52.3% | -23.3% | +15.1% |
| 3Y | -27.7% | +215.2% | -242.9% | -46.7% |
| 5Y | -34.3% | +276.5% | -310.8% | -53.9% |
| 10Y | +37.8% | +508.4% | -470.6% | -15.6% |
| All | +227.0% | +6,952.0% | -6,725.0% | +8.6% |
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 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