+216.8%
CRWD vs CASY
+290.4%
-73.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.8% |
| 7D | -2.3% | -4.4% | +2.0% | -1.4% |
| 30D | -2.1% | -12.0% | +10.0% | +0.4% |
| 3M | +27.5% | -2.3% | +29.9% | +26.3% |
| 6M | +95.8% | +10.5% | +85.3% | +86.2% |
| YTD | +79.2% | +33.0% | +46.2% | +60.2% |
| 1Y | +96.3% | +41.1% | +55.1% | +70.8% |
| 3Y | +399.8% | +207.5% | +192.3% | +230.2% |
| All | +216.8% | +290.4% | -73.6% | +78.9% |
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 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