+248.2%
CB vs RY
+360.6%
-112.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.8% |
| 30D | +9.1% | +5.9% | +3.2% | +5.4% |
| 3M | +3.4% | -4.3% | +7.7% | +5.9% |
| 6M | +14.1% | +12.1% | +2.0% | +5.6% |
| YTD | +18.0% | +20.3% | -2.2% | +4.2% |
| 1Y | +30.1% | +41.0% | -10.9% | +3.8% |
| 3Y | +71.8% | +157.5% | -85.8% | -9.5% |
| 5Y | +101.8% | +123.2% | -21.4% | +15.7% |
| All | +248.2% | +360.6% | -112.4% | +35.6% |
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