+51.5%
CART vs RY
+150.7%
-99.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | +1.0% | +3.1% | -2.1% | -0.2% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +23.1% | +8.7% | +14.5% | +18.2% |
| 6M | +39.5% | +28.5% | +11.0% | +23.1% |
| YTD | +13.5% | +25.1% | -11.6% | +1.4% |
| 1Y | +14.9% | +46.3% | -31.4% | -6.4% |
| All | +51.5% | +150.7% | -99.2% | -10.2% |
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