+1,134.9%
CAT vs RY
+373.9%
+760.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.3% |
| 7D | +1.7% | +3.1% | -1.4% | -1.0% |
| 30D | -6.6% | -0.3% | -6.2% | -6.3% |
| 3M | -13.3% | +8.7% | -22.0% | -19.4% |
| 6M | +11.6% | +28.5% | -16.9% | -9.9% |
| YTD | +42.9% | +25.1% | +17.8% | +18.1% |
| 1Y | +95.4% | +46.3% | +49.1% | +41.1% |
| 3Y | +196.6% | +154.9% | +41.7% | +30.5% |
| 5Y | +321.7% | +140.3% | +181.4% | +94.5% |
| All | +1,134.9% | +373.9% | +760.9% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling