+81.5%
ROKU vs CASY
+163.7%
-82.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.7% | +0.1% |
| 7D | -3.0% | -16.5% | +13.5% | -1.1% |
| 30D | +0.7% | -26.4% | +27.1% | +4.3% |
| 3M | +26.5% | -17.3% | +43.8% | +27.8% |
| 6M | +52.6% | -5.2% | +57.8% | +49.4% |
| YTD | +40.9% | +14.1% | +26.9% | +32.4% |
| 1Y | +57.6% | +16.6% | +41.0% | +47.1% |
| All | +81.5% | +163.7% | -82.2% | +57.2% |
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