+358.8%
CRL vs CASY
+539.5%
-180.7%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -2.4% |
| 7D | -1.7% | +5.0% | -6.7% | -3.1% |
| 30D | +14.6% | +8.2% | +6.4% | +11.9% |
| 3M | +24.8% | -18.2% | +43.0% | +31.0% |
| 6M | +94.7% | -18.6% | +113.3% | +102.3% |
| YTD | +73.4% | +26.8% | +46.6% | +55.4% |
| 1Y | +104.7% | +31.6% | +73.1% | +80.8% |
| 3Y | +101.1% | +156.5% | -55.5% | +38.1% |
| 5Y | -10.8% | +258.6% | -269.4% | -46.6% |
| 10Y | +358.8% | +550.3% | -191.5% | +122.7% |
| All | +358.8% | +539.5% | -180.7% | +122.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling