+51.1%
CF vs RY
+166.5%
-115.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.5% |
| 7D | -6.9% | +2.5% | -9.3% | -6.9% |
| 30D | -3.7% | +8.4% | -12.2% | -4.0% |
| 3M | -5.0% | +1.2% | -6.2% | -5.0% |
| 6M | -10.5% | +19.4% | -29.8% | -12.1% |
| YTD | +46.5% | +25.4% | +21.1% | +43.1% |
| 1Y | +34.8% | +46.7% | -11.9% | +24.9% |
| All | +51.1% | +166.5% | -115.5% | +7.9% |
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