+102.7%
CSCO vs RY
+160.4%
-57.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.6% |
| 3M | -19.6% | -3.4% | -16.2% | -18.1% |
| 6M | +2.4% | +12.8% | -10.4% | -4.3% |
| YTD | +29.8% | +21.0% | +8.8% | +16.8% |
| 1Y | +38.7% | +40.5% | -1.8% | +15.9% |
| All | +102.7% | +160.4% | -57.7% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling