+386.5%
CBOE vs RY
+372.5%
+13.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.1% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | +2.7% | -1.9% | +4.6% | +3.3% |
| 3M | +0.7% | +5.1% | -4.4% | -1.3% |
| 6M | -2.0% | +28.2% | -30.1% | -10.6% |
| YTD | +17.1% | +22.9% | -5.7% | +8.4% |
| 1Y | +26.5% | +45.5% | -19.0% | +9.9% |
| 3Y | +96.1% | +156.7% | -60.6% | +33.2% |
| 5Y | +149.3% | +137.7% | +11.6% | +72.7% |
| 10Y | +386.5% | +375.5% | +11.0% | +149.1% |
| All | +386.5% | +372.5% | +13.9% | +149.1% |
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