+3.2%
CMCSA vs RCL
+338.4%
-335.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +18.8% | +14.4% | +4.4% | +16.0% |
| 3M | -1.1% | +5.2% | -6.3% | -2.2% |
| 6M | +2.5% | +26.1% | -23.6% | -2.0% |
| YTD | -6.7% | +17.4% | -24.1% | -10.8% |
| 1Y | 0.0% | +24.7% | -24.7% | -5.6% |
| 3Y | -28.9% | +250.9% | -279.8% | -45.4% |
| 5Y | -41.1% | +293.8% | -335.0% | -57.5% |
| All | +3.2% | +338.4% | -335.2% | -31.2% |
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