-31.0%
URA vs CASY
+2,067.4%
-2,098.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +7.4% | -11.3% | +18.7% | +10.9% |
| 3M | -8.4% | -0.6% | -7.7% | -9.9% |
| 6M | -12.7% | +10.7% | -23.4% | -17.1% |
| YTD | +7.8% | +37.1% | -29.3% | -4.2% |
| 1Y | +19.5% | +52.3% | -32.8% | +2.4% |
| 3Y | +116.4% | +215.2% | -98.8% | +44.4% |
| 5Y | +134.3% | +276.5% | -142.2% | +46.1% |
| 10Y | +359.3% | +508.4% | -149.1% | +137.4% |
| All | -31.0% | +2,067.4% | -2,098.4% | -82.1% |
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