+2,085.1%
CMCSA vs CASY
+33,031.0%
-30,946.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +5.0% | +1.1% | +3.9% | +4.8% |
| 30D | +16.5% | +8.7% | +7.8% | +14.2% |
| 3M | -1.6% | -17.3% | +15.7% | +2.5% |
| 6M | -5.0% | -19.7% | +14.7% | -1.3% |
| YTD | -8.3% | +24.8% | -33.1% | -14.5% |
| 1Y | +0.4% | +31.9% | -31.5% | -7.8% |
| 3Y | -31.0% | +155.4% | -186.4% | -46.8% |
| 5Y | -42.5% | +250.6% | -293.1% | -59.5% |
| 10Y | +12.6% | +556.8% | -544.3% | -33.7% |
| All | +2,085.1% | +33,031.0% | -30,946.0% | +420.0% |
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