+306.4%
CSCO vs RY
+360.6%
-54.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.2% |
| 7D | -10.2% | -0.9% | -9.3% | -9.6% |
| 30D | -20.1% | +5.9% | -25.9% | -22.7% |
| 3M | -22.1% | -4.3% | -17.8% | -20.1% |
| 6M | +3.2% | +12.1% | -8.9% | -3.8% |
| YTD | +24.1% | +20.3% | +3.8% | +10.8% |
| 1Y | +34.6% | +41.0% | -6.5% | +9.2% |
| 3Y | +90.0% | +157.5% | -67.5% | +5.8% |
| 5Y | +88.6% | +123.2% | -34.6% | +13.1% |
| All | +306.4% | +360.6% | -54.2% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling