-3.9%
CRM vs CASY
+230.5%
-234.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -8.1% | -17.2% | +9.1% | -5.8% |
| 30D | +23.1% | -24.4% | +47.4% | +27.4% |
| 3M | +42.5% | -31.4% | +73.9% | +49.9% |
| 6M | +25.3% | -8.9% | +34.2% | +23.5% |
| YTD | -7.8% | +13.8% | -21.6% | -14.5% |
| 1Y | +1.0% | +17.0% | -15.9% | -7.3% |
| 3Y | +10.0% | +163.1% | -153.1% | -24.9% |
| 5Y | -3.9% | +239.0% | -242.9% | -43.4% |
| All | -3.9% | +230.5% | -234.4% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling