+4,981.1%
CF vs RY
+1,343.9%
+3,637.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -6.6% |
| 7D | -6.9% | +2.5% | -9.3% | -8.7% |
| 30D | -3.7% | +8.4% | -12.2% | -9.6% |
| 3M | -5.0% | +1.2% | -6.2% | -6.5% |
| 6M | -10.5% | +19.4% | -29.8% | -22.7% |
| YTD | +46.5% | +25.4% | +21.1% | +20.2% |
| 1Y | +34.8% | +46.7% | -11.9% | -2.0% |
| 3Y | +46.7% | +168.6% | -121.9% | -34.9% |
| 5Y | +112.0% | +132.3% | -20.3% | +4.1% |
| 10Y | +529.7% | +385.7% | +144.0% | +82.7% |
| All | +4,981.1% | +1,343.9% | +3,637.2% | +713.5% |
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