+149.2%
CBOE vs RY
+140.3%
+8.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -4.6% | +2.7% | -7.4% | -4.9% |
| 30D | +2.6% | -1.0% | +3.6% | +2.8% |
| 3M | +4.9% | +7.6% | -2.7% | +3.9% |
| 6M | -2.2% | +29.5% | -31.6% | -5.8% |
| YTD | +17.7% | +24.2% | -6.4% | +14.1% |
| 1Y | +26.1% | +46.4% | -20.3% | +18.9% |
| 3Y | +97.1% | +159.4% | -62.3% | +62.5% |
| 5Y | +149.2% | +141.8% | +7.3% | +108.2% |
| All | +149.2% | +140.3% | +8.9% | +108.2% |
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 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