+8,440.7%
CAT vs RY
+11,266.1%
-2,825.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -4.5% |
| 7D | -14.5% | -1.1% | -13.4% | -13.9% |
| 30D | -35.7% | +4.4% | -40.2% | -37.6% |
| 3M | -36.3% | -2.9% | -33.3% | -35.1% |
| 6M | -38.5% | +15.6% | -54.1% | -44.1% |
| YTD | -2.5% | +21.8% | -24.4% | -14.0% |
| 1Y | -1.9% | +42.6% | -44.5% | -21.8% |
| 3Y | +139.2% | +160.9% | -21.7% | +28.8% |
| 5Y | +192.1% | +126.1% | +66.1% | +72.7% |
| 10Y | +732.3% | +371.7% | +360.6% | +216.9% |
| All | +8,440.7% | +11,266.1% | -2,825.4% | +785.0% |
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