+1,135.8%
URI vs CASY
+555.0%
+580.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.6% |
| 7D | +6.7% | +3.6% | +3.2% | +5.2% |
| 30D | +8.9% | +9.1% | -0.2% | +4.8% |
| 3M | +0.5% | -16.5% | +17.0% | +7.3% |
| 6M | +20.7% | -19.7% | +40.4% | +28.6% |
| YTD | +40.0% | +29.3% | +10.8% | +17.4% |
| 1Y | +34.4% | +33.1% | +1.3% | +10.5% |
| 3Y | +149.5% | +158.5% | -9.0% | +39.1% |
| 5Y | +205.6% | +266.7% | -61.1% | +36.8% |
| All | +1,135.8% | +555.0% | +580.8% | +306.0% |
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