+5,601.7%
NSC vs CASY
+33,122.1%
-27,520.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.8% |
| 7D | -3.8% | +1.8% | -5.6% | -4.2% |
| 30D | +4.1% | +11.2% | -7.1% | +1.5% |
| 3M | -3.3% | -19.1% | +15.8% | +1.0% |
| 6M | +5.9% | -19.9% | +25.8% | +9.8% |
| YTD | +15.5% | +25.2% | -9.7% | +7.7% |
| 1Y | +19.3% | +31.6% | -12.3% | +9.8% |
| 3Y | +79.0% | +155.4% | -76.4% | +38.7% |
| 5Y | +28.3% | +251.5% | -223.2% | -8.6% |
| 10Y | +336.8% | +558.6% | -221.8% | +167.3% |
| All | +5,601.7% | +33,122.1% | -27,520.4% | +1,748.4% |
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