-20.3%
USAR vs CASY
+161.8%
-182.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.8% | +3.6% | -4.3% | -1.1% |
| 30D | -20.9% | +9.1% | -30.0% | -21.6% |
| 3M | -56.2% | -16.5% | -39.6% | -55.4% |
| 6M | -67.9% | -19.7% | -48.2% | -67.0% |
| YTD | -31.4% | +29.3% | -60.7% | -33.6% |
| 1Y | -45.1% | +33.1% | -78.2% | -46.8% |
| 3Y | -20.3% | +158.5% | -178.8% | -21.9% |
| All | -20.3% | +161.8% | -182.1% | -21.9% |
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