+1,211.4%
CRL vs CASY
+8,226.9%
-7,015.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | +10.7% | -11.3% | +22.0% | +13.7% |
| 3M | +55.3% | -0.6% | +55.9% | +53.6% |
| 6M | +60.7% | +10.7% | +49.9% | +54.4% |
| YTD | +44.6% | +37.1% | +7.5% | +31.7% |
| 1Y | +77.7% | +52.3% | +25.4% | +57.1% |
| 3Y | +37.6% | +215.2% | -177.6% | +0.1% |
| 5Y | -35.8% | +276.5% | -312.3% | -55.7% |
| 10Y | +241.7% | +508.4% | -266.6% | +105.5% |
| All | +1,211.4% | +8,226.9% | -7,015.5% | +358.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling