+1,909.9%
CMCSA vs RCL
+4,549.4%
-2,639.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.1% | -5.1% | +3.0% | -0.9% |
| 30D | +7.0% | -19.0% | +26.0% | +12.2% |
| 3M | +15.1% | -9.6% | +24.7% | +17.4% |
| 6M | -15.4% | -6.7% | -8.7% | -15.0% |
| YTD | -1.9% | -3.9% | +2.0% | -3.0% |
| 1Y | -12.7% | -25.1% | +12.4% | -9.1% |
| 3Y | -31.0% | +179.1% | -210.1% | -48.7% |
| 5Y | -46.1% | +243.3% | -289.4% | -64.2% |
| 10Y | +10.8% | +325.8% | -314.9% | -41.7% |
| All | +1,909.9% | +4,549.4% | -2,639.5% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling