+8.9%
CAT vs RY
+46.4%
-37.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.3% | -8.1% |
| 7D | -17.1% | +2.5% | -19.6% | -19.2% |
| 30D | -30.1% | +8.4% | -38.6% | -35.9% |
| 3M | -32.4% | +1.2% | -33.6% | -33.2% |
| 6M | -32.1% | +19.4% | -51.5% | -45.4% |
| YTD | +4.1% | +25.4% | -21.3% | -22.7% |
| 1Y | +8.9% | +46.7% | -37.8% | -29.3% |
| All | +8.9% | +46.4% | -37.5% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling