+308.5%
ROST vs CASY
+468.0%
-159.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -14.2% | +12.5% | +3.1% |
| 7D | -2.2% | -16.5% | +14.3% | +3.6% |
| 30D | -11.4% | -26.4% | +15.0% | -2.2% |
| 3M | -1.6% | -17.3% | +15.7% | +3.0% |
| 6M | +6.8% | -5.2% | +12.0% | +5.8% |
| YTD | +25.8% | +14.1% | +11.7% | +16.1% |
| 1Y | +52.4% | +16.6% | +35.8% | +38.9% |
| 3Y | +94.4% | +163.7% | -69.3% | +20.9% |
| 5Y | +108.2% | +231.3% | -123.1% | +14.8% |
| 10Y | +308.5% | +462.9% | -154.4% | +75.0% |
| All | +308.5% | +468.0% | -159.5% | +75.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling