-28.2%
CMCSA vs RY
+160.7%
-188.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +18.8% | +4.7% | +14.0% | +16.5% |
| 3M | -1.1% | -4.5% | +3.4% | +0.6% |
| 6M | +2.5% | +12.5% | -10.0% | -3.0% |
| YTD | -6.7% | +21.1% | -27.9% | -14.7% |
| 1Y | 0.0% | +38.6% | -38.7% | -14.4% |
| All | -28.2% | +160.7% | -188.9% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling