+7.3%
CARR vs RY
+160.5%
-153.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.7% |
| 7D | -4.3% | -0.6% | -3.7% | -3.8% |
| 30D | -4.2% | +6.1% | -10.3% | -8.4% |
| 3M | -16.1% | -3.4% | -12.7% | -14.0% |
| 6M | -20.1% | +12.8% | -32.8% | -27.4% |
| YTD | +1.9% | +21.0% | -19.1% | -12.3% |
| 1Y | -6.1% | +40.5% | -46.5% | -27.7% |
| 3Y | +7.3% | +159.9% | -152.6% | -46.1% |
| All | +7.3% | +160.5% | -153.3% | -46.1% |
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 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