+27.2%
NSC vs CASY
+253.8%
-226.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | -5.4% | +3.6% | -8.9% | -6.0% |
| 30D | +2.9% | +7.2% | -4.2% | +1.6% |
| 3M | -2.2% | -16.9% | +14.8% | +0.9% |
| 6M | +5.3% | -19.3% | +24.6% | +8.8% |
| YTD | +14.8% | +25.6% | -10.9% | +6.4% |
| 1Y | +16.6% | +30.2% | -13.6% | +6.9% |
| 3Y | +78.6% | +154.9% | -76.3% | +32.4% |
| 5Y | +27.2% | +252.1% | -224.9% | -17.0% |
| All | +27.2% | +253.8% | -226.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling