+561.0%
ROKU vs CASY
+603.5%
-42.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.6% |
| 7D | -0.1% | -4.4% | +4.2% | +1.0% |
| 30D | +1.5% | -12.0% | +13.5% | +4.6% |
| 3M | +25.7% | -2.3% | +28.1% | +24.5% |
| 6M | +54.5% | +10.5% | +43.9% | +47.2% |
| YTD | +43.2% | +33.0% | +10.2% | +28.9% |
| 1Y | +56.3% | +41.1% | +15.2% | +37.8% |
| 3Y | +86.1% | +207.5% | -121.4% | +27.1% |
| 5Y | -53.6% | +290.7% | -344.3% | -70.8% |
| All | +561.0% | +603.5% | -42.5% | +258.9% |
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