+8.2%
CMCSA vs CASY
+551.3%
-543.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +2.7% | +3.6% | -0.9% | +1.9% |
| 30D | +18.6% | +7.2% | +11.4% | +16.7% |
| 3M | -1.8% | -16.9% | +15.1% | +2.0% |
| 6M | -0.7% | -19.3% | +18.7% | +3.2% |
| YTD | -7.8% | +25.6% | -33.5% | -14.9% |
| 1Y | +0.7% | +30.2% | -29.4% | -8.0% |
| 3Y | -28.0% | +154.9% | -182.8% | -46.0% |
| 5Y | -42.1% | +252.1% | -294.2% | -61.2% |
| 10Y | +8.2% | +535.8% | -527.7% | -36.9% |
| All | +8.2% | +551.3% | -543.2% | -36.9% |
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