+246.2%
UPS vs CASY
+6,319.7%
-6,073.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | 0.0% | +1.1% | -1.0% | -0.2% |
| 30D | +17.3% | +8.7% | +8.7% | +15.2% |
| 3M | +6.6% | -17.3% | +23.9% | +10.6% |
| 6M | +12.0% | -19.7% | +31.7% | +15.7% |
| YTD | +14.4% | +24.8% | -10.5% | +6.6% |
| 1Y | +23.3% | +31.9% | -8.6% | +13.3% |
| 3Y | -9.6% | +155.4% | -165.0% | -30.1% |
| 5Y | -34.1% | +250.6% | -284.7% | -53.2% |
| 10Y | +49.5% | +556.8% | -507.3% | -10.1% |
| All | +246.2% | +6,319.7% | -6,073.5% | +16.9% |
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