+86.1%
CRL vs CASY
+154.1%
-68.0%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.3% | +8.1% | +7.9% |
| 7D | -6.1% | +1.1% | -7.2% | -6.2% |
| 30D | +12.4% | +8.7% | +3.7% | +11.1% |
| 3M | +27.1% | -17.3% | +44.4% | +30.1% |
| 6M | +85.7% | -19.7% | +105.5% | +91.1% |
| YTD | +69.2% | +24.8% | +44.4% | +55.9% |
| 1Y | +97.5% | +31.9% | +65.6% | +78.9% |
| 3Y | +86.1% | +155.4% | -69.3% | +41.2% |
| All | +86.1% | +154.1% | -68.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling