+5,967.0%
CF vs RY
+1,340.3%
+4,626.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | +6.0% | +3.1% | +2.9% | +3.6% |
| 30D | +14.8% | -0.3% | +15.2% | +14.9% |
| 3M | +14.1% | +8.7% | +5.4% | +6.4% |
| 6M | +28.5% | +28.5% | 0.0% | +4.2% |
| YTD | +74.9% | +25.1% | +49.8% | +44.5% |
| 1Y | +61.7% | +46.3% | +15.4% | +18.2% |
| 3Y | +80.3% | +154.9% | -74.6% | -16.5% |
| 5Y | +226.0% | +140.3% | +85.7% | +56.6% |
| 10Y | +569.9% | +377.0% | +192.8% | +97.8% |
| All | +5,967.0% | +1,340.3% | +4,626.7% | +877.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling