+309.6%
NSC vs CASY
+553.2%
-243.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.7% |
| 7D | -6.6% | +1.1% | -7.7% | -7.0% |
| 30D | +2.2% | +8.7% | -6.5% | -0.5% |
| 3M | -6.2% | -17.3% | +11.1% | -1.2% |
| 6M | +1.7% | -19.7% | +21.4% | +7.0% |
| YTD | +12.2% | +24.8% | -12.6% | +0.5% |
| 1Y | +15.4% | +31.9% | -16.5% | +1.1% |
| 3Y | +73.3% | +155.4% | -82.1% | +13.8% |
| 5Y | +24.7% | +250.6% | -225.9% | -29.9% |
| All | +309.6% | +553.2% | -243.6% | +85.1% |
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