+421.5%
CARR vs RY
+372.0%
+49.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.5% |
| 7D | -3.8% | -2.2% | -1.5% | -2.1% |
| 30D | -8.9% | -3.6% | -5.4% | -6.5% |
| 3M | -17.3% | +3.9% | -21.3% | -19.9% |
| 6M | -1.4% | +26.4% | -27.8% | -17.3% |
| YTD | +10.0% | +22.3% | -12.3% | -5.7% |
| 1Y | -6.4% | +43.7% | -50.1% | -29.0% |
| 3Y | +1.5% | +154.0% | -152.4% | -50.2% |
| 5Y | +9.3% | +137.6% | -128.3% | -43.8% |
| All | +421.5% | +372.0% | +49.5% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling