+73,489.2%
ROST vs CASY
+33,553.3%
+39,935.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +3.2% | +5.0% | -1.8% | +1.9% |
| 30D | +7.4% | +8.2% | -0.7% | +5.3% |
| 3M | -6.1% | -18.2% | +12.1% | -1.8% |
| 6M | +6.2% | -18.6% | +24.8% | +10.3% |
| YTD | +33.4% | +26.8% | +6.7% | +23.7% |
| 1Y | +48.8% | +31.6% | +17.2% | +36.5% |
| 3Y | +99.5% | +156.5% | -57.0% | +51.6% |
| 5Y | +112.7% | +258.6% | -146.0% | +47.3% |
| 10Y | +316.4% | +550.3% | -233.8% | +146.7% |
| All | +73,489.2% | +33,553.3% | +39,935.9% | +17,774.4% |
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