-35.7%
CAG vs RY
+159.8%
-195.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -3.8% | +3.1% | -6.9% | -4.3% |
| 30D | +3.1% | -0.3% | +3.5% | +3.2% |
| 3M | +23.5% | +8.7% | +14.8% | +21.1% |
| 6M | -14.8% | +28.5% | -43.4% | -19.8% |
| YTD | -5.4% | +25.1% | -30.6% | -10.5% |
| 1Y | -11.8% | +46.3% | -58.1% | -20.3% |
| All | -35.7% | +159.8% | -195.5% | -52.1% |
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