+302.3%
CAH vs RY
+372.5%
-70.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.3% |
| 7D | -2.2% | -0.5% | -1.7% | -2.0% |
| 30D | +1.2% | -1.9% | +3.1% | +2.1% |
| 3M | +13.1% | +5.1% | +8.0% | +10.0% |
| 6M | +8.5% | +28.2% | -19.7% | -5.0% |
| YTD | +17.6% | +22.9% | -5.2% | +5.1% |
| 1Y | +60.7% | +45.5% | +15.2% | +30.9% |
| 3Y | +183.2% | +156.7% | +26.5% | +64.6% |
| 5Y | +402.2% | +137.7% | +264.5% | +200.8% |
| 10Y | +302.3% | +375.5% | -73.2% | +58.7% |
| All | +302.3% | +372.5% | -70.2% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling