-28.0%
CMCSA vs RCL
+265.0%
-293.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.1% |
| 7D | +2.7% | +5.0% | -2.3% | +1.9% |
| 30D | +18.6% | +19.4% | -0.8% | +15.6% |
| 3M | -1.8% | +5.9% | -7.8% | -2.8% |
| 6M | -0.7% | +23.8% | -24.5% | -3.9% |
| YTD | -7.8% | +22.8% | -30.6% | -11.8% |
| 1Y | +0.7% | +34.3% | -33.5% | -5.4% |
| 3Y | -28.0% | +276.4% | -304.4% | -44.5% |
| All | -28.0% | +265.0% | -293.0% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling