+92.6%
CAPR vs RY
+140.8%
-48.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.9% |
| 7D | -2.0% | +3.1% | -5.1% | -4.7% |
| 30D | +139.2% | -0.3% | +139.5% | +140.0% |
| 3M | -66.4% | +8.7% | -75.0% | -69.7% |
| 6M | -63.1% | +28.5% | -91.7% | -71.7% |
| YTD | -67.4% | +25.1% | -92.5% | -74.4% |
| 1Y | +58.2% | +46.3% | +12.0% | +9.9% |
| 3Y | +42.2% | +154.9% | -112.7% | -26.0% |
| All | +92.6% | +140.8% | -48.1% | +2.5% |
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