+22.7%
USB vs CASY
+254.0%
-231.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.5% |
| 7D | -1.5% | +1.8% | -3.3% | -1.9% |
| 30D | +4.3% | +11.2% | -6.9% | +2.0% |
| 3M | -6.1% | -19.1% | +13.0% | -2.1% |
| 6M | +9.4% | -19.9% | +29.3% | +13.6% |
| YTD | +15.2% | +25.2% | -10.0% | +5.2% |
| 1Y | +32.8% | +31.6% | +1.1% | +19.2% |
| 3Y | +91.3% | +155.4% | -64.1% | +34.7% |
| 5Y | +22.7% | +251.5% | -228.9% | -25.4% |
| All | +22.7% | +254.0% | -231.4% | -25.4% |
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