+251.7%
CB vs RY
+351.1%
-99.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +2.9% | +0.6% | +2.4% | +2.6% |
| 30D | +7.3% | +5.0% | +2.3% | +4.2% |
| 3M | +9.4% | -5.3% | +14.7% | +12.7% |
| 6M | +19.6% | +13.8% | +5.8% | +9.7% |
| YTD | +21.5% | +21.0% | +0.5% | +6.8% |
| 1Y | +28.0% | +40.5% | -12.5% | +2.4% |
| 3Y | +74.9% | +159.7% | -84.8% | -8.4% |
| 5Y | +108.1% | +124.3% | -16.2% | +18.9% |
| All | +251.7% | +351.1% | -99.4% | +37.2% |
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 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