+53.1%
CAPR vs RY
+154.9%
-101.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.2% |
| 7D | -2.0% | +3.1% | -5.1% | -6.1% |
| 30D | +139.2% | -0.3% | +139.5% | +140.3% |
| 3M | -66.4% | +8.7% | -75.0% | -71.6% |
| 6M | -63.1% | +28.5% | -91.7% | -76.0% |
| YTD | -67.4% | +25.1% | -92.5% | -78.0% |
| 1Y | +58.2% | +46.3% | +12.0% | -13.1% |
| All | +53.1% | +154.9% | -101.8% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling