+38.3%
URA vs CASY
+254.7%
-216.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | +0.3% | +5.0% | -4.7% | -0.7% |
| 30D | -14.8% | +8.2% | -23.0% | -16.3% |
| 3M | -25.3% | -18.2% | -7.1% | -22.3% |
| 6M | -39.9% | -18.6% | -21.3% | -37.8% |
| YTD | -22.4% | +26.8% | -49.2% | -30.2% |
| 1Y | -29.0% | +31.6% | -60.6% | -36.9% |
| 3Y | +41.0% | +156.5% | -115.5% | -1.1% |
| 5Y | +38.3% | +258.6% | -220.3% | -15.7% |
| All | +38.3% | +254.7% | -216.4% | -15.7% |
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 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