+293.8%
UNP vs CASY
+551.3%
-257.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -3.3% | +3.6% | -6.8% | -4.1% |
| 30D | +6.7% | +7.2% | -0.5% | +4.8% |
| 3M | +1.8% | -16.9% | +18.7% | +6.1% |
| 6M | +13.3% | -19.3% | +32.7% | +18.1% |
| YTD | +30.3% | +25.6% | +4.7% | +19.1% |
| 1Y | +36.9% | +30.2% | +6.8% | +23.6% |
| 3Y | +50.9% | +154.9% | -103.9% | +8.0% |
| 5Y | +37.9% | +252.1% | -214.2% | -13.1% |
| 10Y | +293.8% | +535.8% | -242.1% | +103.5% |
| All | +293.8% | +551.3% | -257.5% | +103.5% |
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