+5.4%
CMCSA vs RCL
+368.0%
-362.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +21.0% | +19.4% | +1.6% | +17.3% |
| 3M | -0.9% | +9.8% | -10.7% | -2.8% |
| 6M | +2.9% | +28.6% | -25.7% | -2.0% |
| YTD | -5.9% | +22.2% | -28.1% | -10.6% |
| 1Y | +2.5% | +29.7% | -27.3% | -3.9% |
| 3Y | -28.3% | +265.3% | -293.6% | -45.3% |
| 5Y | -40.8% | +301.8% | -342.5% | -57.4% |
| 10Y | +5.4% | +360.5% | -355.1% | -31.0% |
| All | +5.4% | +368.0% | -362.6% | -31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling