+83.5%
CRL vs CASY
+32.1%
+51.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.4% | -8.7% | -7.2% |
| 7D | -12.8% | +0.8% | -13.6% | -12.7% |
| 30D | +5.0% | +9.4% | -4.4% | +5.2% |
| 3M | +39.4% | -20.6% | +60.0% | +38.3% |
| 6M | +89.4% | -20.7% | +110.1% | +92.0% |
| YTD | +63.6% | +22.5% | +41.1% | +60.8% |
| 1Y | +83.5% | +29.5% | +54.0% | +78.8% |
| All | +83.5% | +32.1% | +51.3% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling