-66.2%
CAPR vs RY
+360.6%
-426.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +6.0% |
| 7D | +41.1% | -0.9% | +42.0% | +42.6% |
| 30D | +11.1% | +5.9% | +5.3% | +4.6% |
| 3M | +115.3% | -4.3% | +119.6% | +124.8% |
| 6M | -73.8% | +12.1% | -85.9% | -77.8% |
| YTD | -68.8% | +20.3% | -89.1% | -75.5% |
| 1Y | +43.3% | +41.0% | +2.3% | -4.1% |
| 3Y | +214.7% | +157.5% | +57.1% | +16.7% |
| 5Y | +141.3% | +123.2% | +18.1% | -0.9% |
| All | -66.2% | +360.6% | -426.7% | -94.5% |
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