+8,438.8%
USB vs CASY
+36,294.0%
-27,855.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | +1.4% | +0.1% | +1.4% | +1.4% |
| 30D | -1.3% | -11.3% | +10.0% | +1.7% |
| 3M | +15.2% | -0.6% | +15.9% | +14.2% |
| 6M | +18.8% | +10.7% | +8.1% | +14.1% |
| YTD | +21.0% | +37.1% | -16.1% | +9.7% |
| 1Y | +34.0% | +52.3% | -18.3% | +17.7% |
| 3Y | +95.3% | +215.2% | -119.9% | +39.2% |
| 5Y | +40.4% | +276.5% | -236.1% | -5.3% |
| 10Y | +107.3% | +508.4% | -401.0% | +22.5% |
| All | +8,438.8% | +36,294.0% | -27,855.2% | +2,624.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling