+8,200.6%
USB vs CASY
+32,414.3%
-24,213.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +6.6% | +9.4% | -2.9% | +4.1% |
| 3M | -4.1% | -20.6% | +16.5% | +1.1% |
| 6M | +12.5% | -20.7% | +33.2% | +17.4% |
| YTD | +17.6% | +22.5% | -4.9% | +9.2% |
| 1Y | +36.5% | +29.5% | +7.0% | +24.7% |
| 3Y | +95.4% | +150.0% | -54.6% | +47.4% |
| 5Y | +26.1% | +248.6% | -222.4% | -13.6% |
| 10Y | +101.3% | +544.6% | -443.3% | +17.2% |
| All | +8,200.6% | +32,414.3% | -24,213.7% | +2,612.7% |
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