+1,214.6%
CMCSA vs RY
+11,573.6%
-10,359.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -2.1% | +3.1% | -5.2% | -3.6% |
| 30D | +7.0% | -0.3% | +7.4% | +7.1% |
| 3M | +15.1% | +8.7% | +6.4% | +10.0% |
| 6M | -15.4% | +28.5% | -43.9% | -25.9% |
| YTD | -1.9% | +25.1% | -27.0% | -13.1% |
| 1Y | -12.7% | +46.3% | -59.0% | -28.7% |
| 3Y | -31.0% | +154.9% | -185.9% | -58.1% |
| 5Y | -46.1% | +140.3% | -186.4% | -66.5% |
| 10Y | +10.8% | +377.0% | -366.2% | -52.1% |
| All | +1,214.6% | +11,573.6% | -10,359.0% | +51.8% |
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