+12,426.4%
CAT vs RY
+11,573.6%
+852.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.2% |
| 7D | +1.7% | +3.1% | -1.4% | -0.3% |
| 30D | -6.6% | -0.3% | -6.2% | -6.4% |
| 3M | -13.3% | +8.7% | -22.0% | -17.8% |
| 6M | +11.6% | +28.5% | -16.9% | -4.8% |
| YTD | +42.9% | +25.1% | +17.8% | +24.1% |
| 1Y | +95.4% | +46.3% | +49.1% | +53.3% |
| 3Y | +196.6% | +154.9% | +41.7% | +62.0% |
| 5Y | +321.7% | +140.3% | +181.4% | +140.0% |
| 10Y | +1,140.8% | +377.0% | +763.7% | +369.2% |
| All | +12,426.4% | +11,573.6% | +852.7% | +1,177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling