+9,321.7%
UNP vs CASY
+36,294.0%
-26,972.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.4% |
| 30D | -1.5% | -11.3% | +9.8% | +0.8% |
| 3M | +10.3% | -0.6% | +10.9% | +9.5% |
| 6M | +9.7% | +10.7% | -1.1% | +6.2% |
| YTD | +27.1% | +37.1% | -10.0% | +17.5% |
| 1Y | +32.6% | +52.3% | -19.7% | +19.6% |
| 3Y | +40.0% | +215.2% | -175.2% | +6.6% |
| 5Y | +50.8% | +276.5% | -225.7% | +9.7% |
| 10Y | +278.6% | +508.4% | -229.7% | +144.3% |
| All | +9,321.7% | +36,294.0% | -26,972.3% | +3,138.0% |
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