+99.5%
ROST vs CASY
+155.2%
-55.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +2.8% | +3.6% | -0.8% | +2.3% |
| 30D | +6.6% | +7.2% | -0.6% | +5.6% |
| 3M | -7.0% | -16.9% | +10.0% | -4.9% |
| 6M | +5.4% | -19.3% | +24.7% | +7.7% |
| YTD | +32.4% | +25.6% | +6.7% | +26.7% |
| 1Y | +48.4% | +30.2% | +18.2% | +41.1% |
| 3Y | +99.5% | +154.9% | -55.4% | +69.1% |
| All | +99.5% | +155.2% | -55.7% | +69.1% |
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