+3,136.4%
CAH vs RY
+11,573.6%
-8,437.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | +5.4% | +3.1% | +2.3% | +4.2% |
| 30D | +3.3% | -0.3% | +3.6% | +3.4% |
| 3M | +22.8% | +8.7% | +14.1% | +18.9% |
| 6M | +11.3% | +28.5% | -17.3% | +1.0% |
| YTD | +21.1% | +25.1% | -4.0% | +10.9% |
| 1Y | +67.2% | +46.3% | +20.9% | +44.1% |
| 3Y | +195.6% | +154.9% | +40.7% | +103.8% |
| 5Y | +413.8% | +140.3% | +273.5% | +259.9% |
| 10Y | +309.6% | +377.0% | -67.5% | +122.0% |
| All | +3,136.4% | +11,573.6% | -8,437.2% | +636.3% |
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