+12,945.0%
CSCO vs RCL
+5,843.1%
+7,101.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.4% |
| 7D | -2.9% | +5.0% | -7.9% | -4.0% |
| 30D | -16.7% | +19.4% | -36.1% | -20.3% |
| 3M | -18.4% | +5.9% | -24.4% | -19.8% |
| 6M | +2.9% | +23.8% | -20.9% | -3.0% |
| YTD | +30.4% | +22.8% | +7.6% | +21.1% |
| 1Y | +41.4% | +34.3% | +7.1% | +28.0% |
| 3Y | +104.7% | +276.4% | -171.8% | +39.6% |
| 5Y | +96.9% | +281.6% | -184.6% | +24.9% |
| 10Y | +321.5% | +379.0% | -57.5% | +105.9% |
| All | +12,945.0% | +5,843.1% | +7,101.9% | +2,201.5% |
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