-14.8%
CAG vs RY
+27.2%
-42.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | -3.8% | +3.1% | -6.9% | -3.4% |
| 30D | +3.1% | -0.3% | +3.5% | +3.2% |
| 3M | +23.5% | +8.7% | +14.8% | +22.4% |
| 6M | -14.8% | +28.5% | -43.4% | -18.5% |
| All | -14.8% | +27.2% | -42.1% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling