-19.9%
USAR vs CASY
+195.0%
-214.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.3% |
| 7D | +8.8% | +2.5% | +6.3% | +8.6% |
| 30D | -28.5% | +10.2% | -38.7% | -29.1% |
| 3M | -56.2% | -15.7% | -40.5% | -55.5% |
| 6M | -68.4% | -18.4% | -50.0% | -67.8% |
| YTD | -32.2% | +28.3% | -60.5% | -34.0% |
| 1Y | -52.3% | +32.6% | -84.9% | -53.6% |
| 3Y | -21.2% | +159.5% | -180.7% | -22.6% |
| All | -19.9% | +195.0% | -214.8% | -21.3% |
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