+5,605.4%
NSC vs CASY
+36,294.0%
-30,688.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -3.2% | -11.3% | +8.1% | -0.6% |
| 3M | +7.7% | -0.6% | +8.3% | +6.8% |
| 6M | +4.5% | +10.7% | -6.2% | +0.9% |
| YTD | +15.6% | +37.1% | -21.6% | +6.0% |
| 1Y | +19.8% | +52.3% | -32.5% | +7.0% |
| 3Y | +70.1% | +215.2% | -145.1% | +25.8% |
| 5Y | +46.1% | +276.5% | -230.4% | +2.8% |
| 10Y | +328.1% | +508.4% | -180.3% | +166.5% |
| All | +5,605.4% | +36,294.0% | -30,688.7% | +1,719.2% |
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