+368.9%
CRL vs CASY
+551.3%
-182.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +4.4% | +3.6% | +0.8% | +3.3% |
| 30D | +17.1% | +7.2% | +9.9% | +14.7% |
| 3M | +32.1% | -16.9% | +49.0% | +38.1% |
| 6M | +98.9% | -19.3% | +118.3% | +107.2% |
| YTD | +77.1% | +25.6% | +51.5% | +59.2% |
| 1Y | +110.3% | +30.2% | +80.1% | +86.3% |
| 3Y | +108.5% | +154.9% | -46.4% | +43.4% |
| 5Y | -7.9% | +252.1% | -260.0% | -44.5% |
| 10Y | +368.9% | +535.8% | -166.9% | +128.4% |
| All | +368.9% | +551.3% | -182.4% | +128.4% |
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