+144.6%
CAPR vs RY
+122.0%
+22.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +5.9% | +5.7% |
| 7D | +41.1% | -0.9% | +42.0% | +42.3% |
| 30D | +11.1% | +5.9% | +5.3% | +5.9% |
| 3M | +115.3% | -4.3% | +119.6% | +123.3% |
| 6M | -73.8% | +12.1% | -85.9% | -77.3% |
| YTD | -68.8% | +20.3% | -89.1% | -74.7% |
| 1Y | +43.3% | +41.0% | +2.3% | +2.7% |
| 3Y | +214.7% | +157.5% | +57.1% | +66.0% |
| All | +144.6% | +122.0% | +22.6% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling