-73.9%
CAPR vs RY
+15.7%
-89.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -4.3% |
| 7D | +29.7% | -1.1% | +30.8% | +29.0% |
| 30D | +11.0% | +4.4% | +6.5% | +14.1% |
| 3M | +118.8% | -2.9% | +121.8% | +113.8% |
| 6M | -73.9% | +15.6% | -89.5% | -78.9% |
| All | -73.9% | +15.7% | -89.6% | -78.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling