+179.2%
URI vs CASY
+250.1%
-71.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -9.8% | +1.1% | -10.9% | -10.1% |
| 30D | +1.7% | +8.7% | -6.9% | -0.6% |
| 3M | -9.1% | -17.3% | +8.3% | -4.7% |
| 6M | +9.9% | -19.7% | +29.6% | +15.2% |
| YTD | +31.2% | +24.8% | +6.4% | +15.9% |
| 1Y | +25.9% | +31.9% | -6.0% | +8.4% |
| 3Y | +147.4% | +155.4% | -8.0% | +55.2% |
| All | +179.2% | +250.1% | -71.0% | +46.2% |
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