-54.8%
ROKU vs CASY
+234.8%
-289.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.7% | +1.5% |
| 7D | -3.0% | -16.5% | +13.5% | +0.5% |
| 30D | +0.7% | -26.4% | +27.1% | +7.2% |
| 3M | +26.5% | -17.3% | +43.8% | +29.4% |
| 6M | +52.6% | -5.2% | +57.8% | +49.3% |
| YTD | +40.9% | +14.1% | +26.9% | +29.9% |
| 1Y | +57.6% | +16.6% | +41.0% | +43.9% |
| 3Y | +83.2% | +163.7% | -80.5% | +23.3% |
| 5Y | -54.8% | +231.3% | -286.1% | -74.2% |
| All | -54.8% | +234.8% | -289.6% | -74.2% |
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 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