+198.8%
CAG vs RY
+11,573.6%
-11,374.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -3.8% | +3.1% | -6.9% | -4.5% |
| 30D | +3.1% | -0.3% | +3.5% | +3.1% |
| 3M | +23.5% | +8.7% | +14.8% | +20.9% |
| 6M | -14.8% | +28.5% | -43.4% | -20.0% |
| YTD | -5.4% | +25.1% | -30.6% | -10.7% |
| 1Y | -11.8% | +46.3% | -58.1% | -19.8% |
| 3Y | -36.7% | +154.9% | -191.6% | -49.8% |
| 5Y | -40.3% | +140.3% | -180.6% | -52.2% |
| 10Y | -37.0% | +377.0% | -414.0% | -57.5% |
| All | +198.8% | +11,573.6% | -11,374.8% | -5.3% |
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