+5,121.5%
CB vs RY
+11,573.6%
-6,452.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.5% | +3.1% | -2.6% | -1.1% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +9.0% | +8.7% | +0.3% | +3.8% |
| 6M | +2.9% | +28.5% | -25.7% | -10.5% |
| YTD | +10.1% | +25.1% | -15.0% | -3.0% |
| 1Y | +22.8% | +46.3% | -23.5% | -0.6% |
| 3Y | +73.8% | +154.9% | -81.1% | +2.9% |
| 5Y | +99.2% | +140.3% | -41.1% | +20.9% |
| 10Y | +218.2% | +377.0% | -158.8% | +34.3% |
| All | +5,121.5% | +11,573.6% | -6,452.1% | +528.7% |
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 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