+468.0%
UUUU vs CASY
+453.5%
+14.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.9% | -3.0% | -4.1% |
| 7D | -10.5% | -18.6% | +8.1% | -2.7% |
| 30D | -10.5% | -26.6% | +16.1% | +1.6% |
| 3M | -14.1% | -32.8% | +18.7% | +0.7% |
| 6M | -35.5% | -10.0% | -25.5% | -35.7% |
| YTD | -10.9% | +11.6% | -22.6% | -20.1% |
| 1Y | +3.4% | +11.5% | -8.1% | -7.6% |
| 3Y | +73.1% | +160.7% | -87.6% | -5.9% |
| 5Y | +87.1% | +232.4% | -145.3% | -12.3% |
| All | +468.0% | +453.5% | +14.5% | +114.5% |
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