-41.3%
CAG vs RY
+140.3%
-181.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -5.3% | +2.7% | -8.0% | -6.0% |
| 30D | +1.0% | -1.0% | +2.0% | +1.2% |
| 3M | +17.4% | +7.6% | +9.7% | +14.6% |
| 6M | -16.8% | +29.5% | -46.3% | -23.3% |
| YTD | -6.8% | +24.2% | -31.0% | -13.1% |
| 1Y | -15.4% | +46.4% | -61.8% | -25.4% |
| 3Y | -37.1% | +159.4% | -196.5% | -55.1% |
| 5Y | -41.3% | +141.8% | -183.1% | -56.9% |
| All | -41.3% | +140.3% | -181.5% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling