-44.8%
CMCSA vs CASY
+276.6%
-321.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | +7.0% | -11.3% | +18.4% | +9.1% |
| 3M | +15.1% | -0.6% | +15.7% | +14.3% |
| 6M | -15.4% | +10.7% | -26.1% | -18.2% |
| YTD | -1.9% | +37.1% | -39.0% | -9.6% |
| 1Y | -12.7% | +52.3% | -65.0% | -21.7% |
| 3Y | -31.0% | +215.2% | -246.2% | -48.7% |
| All | -44.8% | +276.6% | -321.5% | -62.2% |
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