+45.5%
UNP vs CASY
+154.1%
-108.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -4.6% | +1.1% | -5.6% | -4.7% |
| 30D | +5.6% | +8.7% | -3.1% | +4.7% |
| 3M | -1.3% | -17.3% | +16.0% | +0.4% |
| 6M | +9.2% | -19.7% | +29.0% | +11.6% |
| YTD | +27.3% | +24.8% | +2.5% | +21.5% |
| 1Y | +35.9% | +31.9% | +4.0% | +28.5% |
| 3Y | +45.5% | +155.4% | -109.9% | +25.5% |
| All | +45.5% | +154.1% | -108.6% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling