+377.5%
UUUU vs CASY
+555.0%
-177.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.7% |
| 7D | -1.1% | +3.6% | -4.6% | -2.5% |
| 30D | -21.0% | +9.1% | -30.0% | -24.2% |
| 3M | -54.8% | -16.5% | -38.3% | -51.8% |
| 6M | -67.3% | -19.7% | -47.6% | -65.3% |
| YTD | -54.7% | +29.3% | -83.9% | -62.2% |
| 1Y | -57.4% | +33.1% | -90.6% | -65.1% |
| 3Y | -19.6% | +158.5% | -178.2% | -55.9% |
| 5Y | -40.0% | +266.7% | -306.7% | -73.6% |
| All | +377.5% | +555.0% | -177.5% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling