-98.1%
CAPR vs RY
+819.9%
-918.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.4% |
| 7D | +29.7% | -1.1% | +30.8% | +30.5% |
| 30D | +11.0% | +4.4% | +6.5% | +8.9% |
| 3M | +118.8% | -2.9% | +121.8% | +121.7% |
| 6M | -73.9% | +15.6% | -89.5% | -75.8% |
| YTD | -70.2% | +21.8% | -92.0% | -73.0% |
| 1Y | +38.3% | +42.6% | -4.3% | +18.0% |
| 3Y | +199.7% | +160.9% | +38.8% | +105.4% |
| 5Y | +130.6% | +126.1% | +4.5% | +65.3% |
| 10Y | -68.5% | +371.7% | -440.2% | -82.0% |
| All | -98.1% | +819.9% | -918.0% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling