+4,327.0%
CSCO vs RY
+11,573.6%
-7,246.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -0.7% | +3.1% | -3.8% | -2.4% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -15.7% | +8.7% | -24.3% | -19.7% |
| 6M | +36.3% | +28.5% | +7.7% | +18.2% |
| YTD | +43.8% | +25.1% | +18.7% | +26.8% |
| 1Y | +63.9% | +46.3% | +17.6% | +32.3% |
| 3Y | +104.4% | +154.9% | -50.6% | +19.6% |
| 5Y | +111.4% | +140.3% | -28.9% | +26.6% |
| 10Y | +361.7% | +377.0% | -15.4% | +85.8% |
| All | +4,327.0% | +11,573.6% | -7,246.7% | +316.5% |
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