+104.2%
CB vs RY
+123.9%
-19.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +8.2% | +6.1% | +2.0% | +5.6% |
| 3M | +6.3% | -3.4% | +9.7% | +7.6% |
| 6M | +16.2% | +12.8% | +3.4% | +9.7% |
| YTD | +19.3% | +21.0% | -1.7% | +8.9% |
| 1Y | +29.2% | +40.5% | -11.2% | +10.0% |
| 3Y | +71.4% | +159.9% | -88.4% | +5.0% |
| 5Y | +104.2% | +125.0% | -20.7% | +33.7% |
| All | +104.2% | +123.9% | -19.7% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling