+9.6%
CARR vs RY
+139.4%
-129.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.2% |
| 7D | +0.6% | -0.5% | +1.1% | +1.0% |
| 30D | -8.7% | -1.9% | -6.8% | -7.4% |
| 3M | -18.4% | +5.1% | -23.5% | -21.7% |
| 6M | -0.6% | +28.2% | -28.8% | -17.9% |
| YTD | +10.9% | +22.9% | -11.9% | -5.7% |
| 1Y | -7.3% | +45.5% | -52.8% | -30.9% |
| 3Y | +2.9% | +156.7% | -153.8% | -51.0% |
| 5Y | +9.6% | +137.7% | -128.1% | -45.4% |
| All | +9.6% | +139.4% | -129.7% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling