+12,262.4%
CSCO vs RCL
+5,669.9%
+6,592.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.3% | -2.3% |
| 7D | -10.2% | +6.5% | -16.7% | -11.6% |
| 30D | -20.1% | +15.9% | -35.9% | -23.0% |
| 3M | -22.4% | +2.7% | -25.0% | -23.1% |
| 6M | +2.8% | +15.2% | -12.4% | -1.5% |
| YTD | +23.6% | +19.2% | +4.4% | +15.5% |
| 1Y | +34.0% | +31.6% | +2.4% | +21.9% |
| 3Y | +89.3% | +274.2% | -184.9% | +29.2% |
| 5Y | +87.9% | +250.1% | -162.2% | +21.6% |
| 10Y | +314.9% | +388.4% | -73.5% | +101.2% |
| All | +12,262.4% | +5,669.9% | +6,592.4% | +2,095.9% |
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