+9,562.1%
UNP vs CASY
+33,247.3%
-23,685.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -3.3% | +3.6% | -6.8% | -4.0% |
| 30D | +6.7% | +7.2% | -0.5% | +5.1% |
| 3M | +1.8% | -16.9% | +18.7% | +5.3% |
| 6M | +13.3% | -19.3% | +32.7% | +17.0% |
| YTD | +30.3% | +25.6% | +4.7% | +22.3% |
| 1Y | +36.9% | +30.2% | +6.8% | +27.4% |
| 3Y | +50.9% | +154.9% | -103.9% | +20.0% |
| 5Y | +37.9% | +252.1% | -214.2% | +1.4% |
| 10Y | +293.8% | +535.8% | -242.1% | +151.7% |
| All | +9,562.1% | +33,247.3% | -23,685.2% | +3,269.2% |
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