+6,101.6%
CRH vs CASY
+30,178.1%
-24,076.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.2% | +12.9% | +1.1% |
| 7D | -3.6% | -16.5% | +12.9% | -0.6% |
| 30D | -10.8% | -26.4% | +15.6% | -6.1% |
| 3M | -13.5% | -17.3% | +3.8% | -11.5% |
| 6M | -15.4% | -5.2% | -10.2% | -15.7% |
| YTD | -27.6% | +14.1% | -41.7% | -30.3% |
| 1Y | -18.4% | +16.6% | -35.0% | -21.9% |
| 3Y | +72.5% | +163.7% | -91.2% | +41.0% |
| 5Y | +99.2% | +231.3% | -132.1% | +55.8% |
| 10Y | +257.0% | +462.9% | -205.8% | +153.0% |
| All | +6,101.6% | +30,178.1% | -24,076.5% | +3,350.1% |
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