-37.2%
CAG vs RY
+377.5%
-414.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -5.9% | -2.9% | -3.0% | -5.1% |
| 30D | -1.5% | -2.0% | +0.5% | -1.1% |
| 3M | +11.5% | +4.9% | +6.6% | +9.7% |
| 6M | -15.7% | +26.1% | -41.8% | -21.6% |
| YTD | -10.2% | +22.4% | -32.6% | -15.9% |
| 1Y | -18.1% | +44.7% | -62.8% | -27.2% |
| 3Y | -39.4% | +155.7% | -195.1% | -55.3% |
| 5Y | -42.6% | +137.7% | -180.3% | -56.9% |
| All | -37.2% | +377.5% | -414.7% | -60.5% |
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