+380.2%
CRL vs CASY
+553.2%
-173.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.9% |
| 7D | -6.1% | +1.1% | -7.2% | -6.4% |
| 30D | +12.4% | +8.7% | +3.7% | +9.6% |
| 3M | +27.1% | -17.3% | +44.4% | +33.0% |
| 6M | +85.7% | -19.7% | +105.5% | +93.7% |
| YTD | +69.2% | +24.8% | +44.4% | +52.3% |
| 1Y | +97.5% | +31.9% | +65.6% | +74.1% |
| 3Y | +86.1% | +155.4% | -69.3% | +27.7% |
| 5Y | -10.0% | +250.6% | -260.6% | -45.9% |
| All | +380.2% | +553.2% | -173.0% | +130.4% |
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