-74.9%
CAPR vs RY
+373.9%
-448.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.0% |
| 7D | -2.0% | +3.1% | -5.1% | -5.4% |
| 30D | +139.2% | -0.3% | +139.5% | +140.1% |
| 3M | -66.4% | +8.7% | -75.0% | -70.3% |
| 6M | -63.1% | +28.5% | -91.7% | -72.9% |
| YTD | -67.4% | +25.1% | -92.5% | -75.4% |
| 1Y | +58.2% | +46.3% | +12.0% | +1.8% |
| 3Y | +42.2% | +154.9% | -112.7% | -46.5% |
| 5Y | +87.3% | +140.3% | -53.0% | -29.1% |
| All | -74.9% | +373.9% | -448.9% | -96.2% |
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