+5,793.7%
CRM vs CASY
+5,189.4%
+604.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.0% | -0.9% | -2.9% |
| 7D | -3.5% | -4.4% | +0.9% | -1.9% |
| 30D | +29.3% | -12.0% | +41.3% | +34.4% |
| 3M | +36.8% | -2.3% | +39.2% | +35.1% |
| 6M | +23.9% | +10.5% | +13.4% | +15.7% |
| YTD | -5.5% | +33.0% | -38.5% | -18.0% |
| 1Y | -0.4% | +41.1% | -41.6% | -15.9% |
| 3Y | +12.8% | +207.5% | -194.7% | -32.2% |
| 5Y | -3.5% | +290.7% | -294.2% | -47.9% |
| 10Y | +238.4% | +556.5% | -318.0% | +38.9% |
| All | +5,793.7% | +5,189.4% | +604.3% | +739.9% |
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