+202.9%
CBOE vs RY
+123.9%
+79.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.6% | +3.2% |
| 7D | +6.0% | -0.6% | +6.5% | +6.0% |
| 30D | +19.9% | +6.1% | +13.8% | +19.1% |
| 3M | +28.4% | -3.4% | +31.7% | +28.8% |
| 6M | +5.2% | +12.8% | -7.6% | +3.3% |
| YTD | +46.4% | +21.0% | +25.4% | +42.3% |
| 1Y | +41.8% | +40.5% | +1.4% | +34.4% |
| 3Y | +114.4% | +159.9% | -45.4% | +75.8% |
| 5Y | +202.9% | +125.0% | +77.9% | +155.2% |
| All | +202.9% | +123.9% | +79.0% | +155.2% |
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