+2,117.3%
CMCSA vs CASY
+33,553.3%
-31,436.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +4.6% | +5.0% | -0.4% | +3.4% |
| 30D | +19.8% | +8.2% | +11.6% | +17.6% |
| 3M | -0.3% | -18.2% | +17.9% | +4.2% |
| 6M | +0.3% | -18.6% | +18.9% | +3.9% |
| YTD | -6.9% | +26.8% | -33.7% | -13.6% |
| 1Y | +2.6% | +31.6% | -29.0% | -5.7% |
| 3Y | -29.0% | +156.5% | -185.5% | -45.4% |
| 5Y | -42.0% | +258.6% | -300.6% | -59.3% |
| 10Y | +6.4% | +550.3% | -543.8% | -37.2% |
| All | +2,117.3% | +33,553.3% | -31,436.0% | +425.7% |
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