+281.1%
UNP vs CASY
+550.0%
-268.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +2.1% | +2.5% | -0.4% | +1.5% |
| 30D | +7.7% | +10.2% | -2.5% | +5.1% |
| 3M | +4.0% | -15.7% | +19.7% | +8.1% |
| 6M | +15.7% | -18.4% | +34.0% | +20.2% |
| YTD | +33.5% | +28.3% | +5.2% | +21.3% |
| 1Y | +38.9% | +32.6% | +6.4% | +24.8% |
| 3Y | +53.7% | +159.5% | -105.8% | +9.4% |
| 5Y | +40.4% | +263.9% | -223.5% | -12.4% |
| All | +281.1% | +550.0% | -268.9% | +95.7% |
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