+73.0%
CF vs RY
+154.9%
-81.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +6.0% | +3.1% | +2.9% | +5.7% |
| 30D | +14.8% | -0.3% | +15.2% | +14.9% |
| 3M | +14.1% | +8.7% | +5.4% | +12.7% |
| 6M | +28.5% | +28.5% | 0.0% | +23.2% |
| YTD | +74.9% | +25.1% | +49.8% | +69.2% |
| 1Y | +61.7% | +46.3% | +15.4% | +47.9% |
| All | +73.0% | +154.9% | -81.9% | +27.6% |
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