+3,780.5%
CSCO vs RY
+11,266.1%
-7,485.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -6.0% |
| 7D | -11.9% | -1.1% | -10.8% | -11.2% |
| 30D | -18.8% | +4.4% | -23.3% | -20.8% |
| 3M | -21.2% | -2.9% | -18.3% | -20.0% |
| 6M | +1.9% | +15.6% | -13.7% | -6.2% |
| YTD | +26.1% | +21.8% | +4.3% | +12.8% |
| 1Y | +34.7% | +42.6% | -7.9% | +10.3% |
| 3Y | +94.0% | +160.9% | -66.9% | +12.4% |
| 5Y | +91.6% | +126.1% | -34.5% | +18.8% |
| 10Y | +323.2% | +371.7% | -48.5% | +71.5% |
| All | +3,780.5% | +11,266.1% | -7,485.6% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling