-42.1%
CMCSA vs RCL
+247.7%
-289.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | +5.0% | +6.5% | -1.5% | +4.0% |
| 30D | +16.5% | +15.9% | +0.6% | +13.7% |
| 3M | -1.6% | +2.7% | -4.3% | -2.2% |
| 6M | -5.0% | +15.2% | -20.3% | -7.5% |
| YTD | -8.3% | +19.2% | -27.5% | -12.2% |
| 1Y | +0.4% | +31.6% | -31.2% | -5.7% |
| 3Y | -31.0% | +274.2% | -305.2% | -46.9% |
| All | -42.1% | +247.7% | -289.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling