+271.8%
UNP vs CASY
+549.1%
-277.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | -0.7% | -4.4% | +3.6% | +0.4% |
| 30D | -1.1% | -12.0% | +10.9% | +2.1% |
| 3M | +7.9% | -2.3% | +10.2% | +7.2% |
| 6M | +14.6% | +10.5% | +4.1% | +9.5% |
| YTD | +26.6% | +33.0% | -6.4% | +14.5% |
| 1Y | +35.6% | +41.1% | -5.6% | +20.1% |
| 3Y | +45.5% | +207.5% | -162.0% | -1.9% |
| 5Y | +50.0% | +290.7% | -240.7% | -8.2% |
| 10Y | +271.8% | +556.5% | -284.6% | +89.3% |
| All | +271.8% | +549.1% | -277.2% | +89.3% |
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