-19.7%
USAR vs CASY
+154.1%
-173.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.3% | +11.1% | +10.9% |
| 7D | -14.5% | +1.1% | -15.6% | -14.6% |
| 30D | -37.8% | +8.7% | -46.5% | -38.4% |
| 3M | -52.8% | -17.3% | -35.4% | -52.0% |
| 6M | -71.2% | -19.7% | -51.5% | -70.6% |
| YTD | -30.9% | +24.8% | -55.7% | -32.8% |
| 1Y | -48.0% | +31.9% | -79.9% | -49.5% |
| 3Y | -19.7% | +155.4% | -175.1% | -21.0% |
| All | -19.7% | +154.1% | -173.8% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling