-12.7%
CMCSA vs RCL
-23.9%
+11.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -5.1% | +3.0% | -1.7% |
| 30D | +7.0% | -19.0% | +26.0% | +8.9% |
| 3M | +15.1% | -9.6% | +24.7% | +16.1% |
| 6M | -15.4% | -6.7% | -8.7% | -14.7% |
| YTD | -1.9% | -3.9% | +2.0% | -2.3% |
| 1Y | -12.7% | -25.1% | +12.4% | -12.6% |
| All | -12.7% | -23.9% | +11.2% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling