+4.6%
CMCSA vs RCL
+341.7%
-337.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -6.3% |
| 7D | -8.3% | -2.2% | -6.1% | -7.9% |
| 30D | -2.4% | -15.7% | +13.2% | +0.5% |
| 3M | +4.5% | -8.0% | +12.5% | +5.8% |
| 6M | -18.8% | -10.1% | -8.6% | -17.9% |
| YTD | -8.9% | -5.9% | -3.0% | -9.3% |
| 1Y | -18.3% | -23.5% | +5.2% | -15.9% |
| 3Y | -35.0% | +174.4% | -209.3% | -47.8% |
| 5Y | -48.2% | +227.1% | -275.3% | -61.3% |
| 10Y | +4.6% | +342.5% | -338.0% | -29.8% |
| All | +4.6% | +341.7% | -337.2% | -29.8% |
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