+111.6%
ROST vs CASY
+274.3%
-162.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +0.1% |
| 7D | 0.0% | -4.4% | +4.4% | +1.1% |
| 30D | -10.2% | -12.0% | +1.9% | -7.5% |
| 3M | +1.0% | -2.3% | +3.4% | +0.5% |
| 6M | +8.7% | +10.5% | -1.8% | +4.2% |
| YTD | +27.8% | +33.0% | -5.2% | +16.4% |
| 1Y | +52.7% | +41.1% | +11.5% | +36.4% |
| 3Y | +97.5% | +207.5% | -110.0% | +29.6% |
| 5Y | +111.6% | +290.7% | -179.1% | +20.2% |
| All | +111.6% | +274.3% | -162.7% | +20.2% |
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