+200.7%
CAPR vs RY
+158.9%
+41.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | 0.0% |
| 7D | +29.7% | -1.1% | +30.8% | +31.8% |
| 30D | +11.0% | +4.4% | +6.5% | +4.9% |
| 3M | +118.8% | -2.9% | +121.8% | +127.2% |
| 6M | -73.9% | +15.6% | -89.5% | -80.2% |
| YTD | -70.2% | +21.8% | -92.0% | -79.3% |
| 1Y | +38.3% | +42.6% | -4.3% | -21.8% |
| All | +200.7% | +158.9% | +41.8% | +1.7% |
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 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