+189.6%
CAG vs RY
+11,253.8%
-11,064.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -2.9% | -2.5% |
| 7D | -1.8% | -3.0% | +1.2% | -1.1% |
| 30D | +9.7% | +6.3% | +3.4% | +8.1% |
| 3M | +0.5% | -2.6% | +3.1% | +1.0% |
| 6M | +8.9% | +13.9% | -5.0% | +5.3% |
| YTD | -8.4% | +21.7% | -30.0% | -12.9% |
| 1Y | -8.3% | +40.4% | -48.8% | -15.8% |
| 3Y | -36.1% | +161.3% | -197.4% | -49.7% |
| 5Y | -40.1% | +126.5% | -166.6% | -51.4% |
| 10Y | -36.9% | +354.3% | -391.2% | -57.0% |
| All | +189.6% | +11,253.8% | -11,064.2% | -7.7% |
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