+75.4%
USAR vs CASY
+205.9%
-130.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | +2.3% | -4.4% | +6.7% | +2.7% |
| 30D | -8.6% | -12.0% | +3.4% | -7.7% |
| 3M | -20.5% | -2.3% | -18.1% | -21.1% |
| 6M | +1.2% | +10.5% | -9.3% | -0.9% |
| YTD | +48.4% | +33.0% | +15.4% | +43.9% |
| 1Y | +30.6% | +41.1% | -10.5% | +27.0% |
| 3Y | +73.6% | +207.5% | -133.9% | +69.9% |
| All | +75.4% | +205.9% | -130.5% | +71.7% |
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 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