+304.8%
CSCO vs RY
+360.6%
-55.7%
-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 | -22.4% | -4.3% | -18.1% | -20.4% |
| 6M | +2.8% | +12.1% | -9.3% | -4.2% |
| YTD | +23.6% | +20.3% | +3.3% | +10.4% |
| 1Y | +34.0% | +41.0% | -7.0% | +8.7% |
| 3Y | +89.3% | +157.5% | -68.3% | +5.4% |
| 5Y | +87.9% | +123.2% | -35.3% | +12.7% |
| All | +304.8% | +360.6% | -55.7% | +79.5% |
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