-97.9%
CAPR vs RY
+844.8%
-942.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -2.0% | +3.1% | -5.1% | -3.3% |
| 30D | +139.2% | -0.3% | +139.5% | +139.6% |
| 3M | -66.4% | +8.7% | -75.0% | -68.0% |
| 6M | -63.1% | +28.5% | -91.7% | -67.3% |
| YTD | -67.4% | +25.1% | -92.5% | -70.8% |
| 1Y | +58.2% | +46.3% | +12.0% | +33.4% |
| 3Y | +42.2% | +154.9% | -112.7% | -1.6% |
| 5Y | +87.3% | +140.3% | -53.0% | +31.2% |
| 10Y | -75.3% | +377.0% | -452.3% | -86.0% |
| All | -97.9% | +844.8% | -942.7% | -99.1% |
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