-58.8%
CAPR vs RY
+355.6%
-414.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.6% | +25.9% | +25.9% |
| 7D | +25.8% | -3.0% | +28.8% | +29.9% |
| 30D | +50.2% | +6.3% | +43.9% | +41.1% |
| 3M | +185.5% | -2.6% | +188.1% | +193.0% |
| 6M | -64.8% | +13.9% | -78.8% | -70.6% |
| YTD | -61.1% | +21.7% | -82.8% | -69.8% |
| 1Y | +81.0% | +40.4% | +40.5% | +21.7% |
| 3Y | +300.7% | +161.3% | +139.4% | +46.8% |
| 5Y | +223.3% | +126.5% | +96.9% | +31.1% |
| 10Y | -58.8% | +354.3% | -413.1% | -92.7% |
| All | -58.8% | +355.6% | -414.4% | -92.7% |
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