-65.0%
CBRS vs RY
+13.3%
-78.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.2% | +11.4% | +11.4% |
| 7D | +21.2% | +0.6% | +20.7% | +20.7% |
| 30D | -23.2% | +5.0% | -28.2% | -28.0% |
| 3M | -52.9% | -5.3% | -47.6% | -48.5% |
| All | -65.0% | +13.3% | -78.4% | -72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling