+192.3%
CAH vs RY
+159.8%
+32.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.4% | +3.1% | +2.3% | +4.8% |
| 30D | +3.3% | -0.3% | +3.6% | +3.3% |
| 3M | +22.8% | +8.7% | +14.1% | +20.9% |
| 6M | +11.3% | +28.5% | -17.3% | +6.4% |
| YTD | +21.1% | +25.1% | -4.0% | +16.3% |
| 1Y | +67.2% | +46.3% | +20.9% | +55.9% |
| All | +192.3% | +159.8% | +32.5% | +156.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling