+4.5%
CARR vs RY
+158.4%
-154.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +3.2% | +2.7% | +0.5% | +1.2% |
| 30D | -7.7% | -1.0% | -6.7% | -7.1% |
| 3M | -11.9% | +7.6% | -19.6% | -16.9% |
| 6M | +2.0% | +29.5% | -27.4% | -15.8% |
| YTD | +13.2% | +24.2% | -11.0% | -4.1% |
| 1Y | -8.5% | +46.4% | -54.9% | -31.3% |
| All | +4.5% | +158.4% | -154.0% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling