-31.1%
URA vs CASY
+32.1%
-63.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | -10.5% | +0.8% | -11.3% | -10.5% |
| 30D | -18.6% | +9.4% | -28.1% | -18.9% |
| 3M | -23.0% | -20.6% | -2.4% | -22.5% |
| 6M | -40.3% | -20.7% | -19.6% | -37.5% |
| YTD | -23.5% | +22.5% | -46.0% | -33.0% |
| 1Y | -31.1% | +29.5% | -60.6% | -39.7% |
| All | -31.1% | +32.1% | -63.3% | -39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling