+10.2%
CMCSA vs RY
+371.6%
-361.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.1% | +2.7% | -2.6% | -1.4% |
| 30D | +3.8% | -1.0% | +4.8% | +4.3% |
| 3M | +12.3% | +7.6% | +4.7% | +7.4% |
| 6M | -15.4% | +29.5% | -44.9% | -27.4% |
| YTD | -2.5% | +24.2% | -26.7% | -14.4% |
| 1Y | -13.4% | +46.4% | -59.8% | -31.0% |
| 3Y | -30.4% | +159.4% | -189.8% | -61.0% |
| 5Y | -45.0% | +141.8% | -186.9% | -68.2% |
| 10Y | +10.2% | +373.9% | -363.7% | -55.7% |
| All | +10.2% | +371.6% | -361.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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