+281.2%
URA vs CASY
+553.2%
-272.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.5% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | -19.0% | +8.7% | -27.7% | -20.9% |
| 3M | -25.1% | -17.3% | -7.8% | -21.9% |
| 6M | -44.5% | -19.7% | -24.8% | -42.3% |
| YTD | -24.3% | +24.8% | -49.1% | -31.5% |
| 1Y | -28.1% | +31.9% | -60.0% | -36.1% |
| 3Y | +40.7% | +155.4% | -114.7% | -0.4% |
| 5Y | +35.5% | +250.6% | -215.1% | -14.4% |
| All | +281.2% | +553.2% | -272.0% | +103.0% |
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