-53.6%
URA vs CASY
+1,878.5%
-1,932.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.4% | -5.9% |
| 7D | -13.3% | +1.8% | -15.1% | -13.7% |
| 30D | -25.9% | +11.2% | -37.1% | -28.2% |
| 3M | -27.8% | -19.1% | -8.7% | -24.0% |
| 6M | -42.8% | -19.9% | -22.9% | -40.5% |
| YTD | -27.5% | +25.2% | -52.7% | -34.4% |
| 1Y | -35.1% | +31.6% | -66.8% | -42.3% |
| 3Y | +31.1% | +155.4% | -124.3% | -7.2% |
| 5Y | +29.8% | +251.5% | -221.8% | -18.0% |
| 10Y | +265.1% | +558.6% | -293.5% | +82.5% |
| All | -53.6% | +1,878.5% | -1,932.1% | -87.7% |
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 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