+1,129.2%
CMCSA vs RY
+11,121.0%
-9,991.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -1.6% |
| 7D | +5.0% | -0.9% | +5.9% | +5.5% |
| 30D | +16.5% | +5.9% | +10.6% | +13.1% |
| 3M | -1.6% | -4.3% | +2.7% | +0.4% |
| 6M | -5.0% | +12.1% | -17.2% | -10.8% |
| YTD | -8.3% | +20.3% | -28.5% | -17.2% |
| 1Y | +0.4% | +41.0% | -40.6% | -16.5% |
| 3Y | -31.0% | +157.5% | -188.5% | -58.3% |
| 5Y | -42.5% | +123.2% | -165.7% | -63.0% |
| 10Y | +12.6% | +365.7% | -353.1% | -50.8% |
| All | +1,129.2% | +11,121.0% | -9,991.8% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling