+648.9%
CRS vs CASY
+209.8%
+439.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.8% |
| 7D | -3.1% | -4.4% | +1.3% | -1.9% |
| 30D | -19.6% | -12.0% | -7.6% | -17.0% |
| 3M | -8.1% | -2.3% | -5.7% | -9.0% |
| 6M | +18.6% | +10.5% | +8.0% | +12.2% |
| YTD | +45.9% | +33.0% | +12.8% | +30.5% |
| 1Y | +82.5% | +41.1% | +41.3% | +58.7% |
| 3Y | +648.9% | +207.5% | +441.4% | +399.0% |
| All | +648.9% | +209.8% | +439.1% | +399.0% |
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