+81.0%
CAPR vs RY
+41.1%
+39.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | +0.6% | +25.9% | +25.5% |
| 7D | +25.8% | -3.0% | +28.8% | +33.1% |
| 30D | +50.2% | +6.3% | +43.9% | +33.3% |
| 3M | +185.5% | -2.6% | +188.1% | +202.0% |
| 6M | -64.8% | +13.9% | -78.8% | -81.6% |
| YTD | -61.1% | +21.7% | -82.8% | -87.6% |
| 1Y | +81.0% | +40.4% | +40.5% | -95.2% |
| All | +81.0% | +41.1% | +39.8% | -95.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling