+324.2%
CSCO vs RY
+354.4%
-30.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.2% |
| 7D | -4.7% | -0.6% | -4.1% | -4.2% |
| 30D | -17.1% | +6.1% | -23.2% | -20.0% |
| 3M | -19.6% | -3.4% | -16.2% | -18.0% |
| 6M | +2.4% | +12.8% | -10.4% | -4.9% |
| YTD | +29.8% | +21.0% | +8.8% | +15.5% |
| 1Y | +38.7% | +40.5% | -1.8% | +12.8% |
| 3Y | +101.3% | +159.9% | -58.5% | +11.5% |
| 5Y | +94.8% | +125.0% | -30.1% | +16.3% |
| 10Y | +324.2% | +350.6% | -26.4% | +85.5% |
| All | +324.2% | +354.4% | -30.1% | +85.5% |
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