+70,808.4%
ROST vs CASY
+36,294.0%
+34,514.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -8.9% | -11.3% | +2.4% | -6.2% |
| 3M | -0.8% | -0.6% | -0.2% | -1.6% |
| 6M | +8.5% | +10.7% | -2.2% | +4.6% |
| YTD | +28.6% | +37.1% | -8.5% | +17.4% |
| 1Y | +52.3% | +52.3% | 0.0% | +35.1% |
| 3Y | +94.8% | +215.2% | -120.3% | +40.7% |
| 5Y | +110.8% | +276.5% | -165.7% | +44.8% |
| 10Y | +304.5% | +508.4% | -203.8% | +143.3% |
| All | +70,808.4% | +36,294.0% | +34,514.4% | +16,860.2% |
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 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