+105.5%
CB vs RY
+124.6%
-19.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.5% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +11.2% | +4.4% | +6.8% | +9.2% |
| 3M | +5.7% | -2.9% | +8.7% | +6.9% |
| 6M | +15.9% | +15.6% | +0.3% | +8.3% |
| YTD | +20.2% | +21.8% | -1.7% | +9.4% |
| 1Y | +32.4% | +42.6% | -10.2% | +11.9% |
| 3Y | +75.5% | +160.9% | -85.4% | +7.4% |
| 5Y | +105.5% | +126.1% | -20.6% | +35.8% |
| All | +105.5% | +124.6% | -19.1% | +35.8% |
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