+38.8%
CFG vs RY
+46.1%
-7.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.6% |
| 7D | +1.5% | +3.1% | -1.6% | -1.4% |
| 30D | -3.8% | -0.3% | -3.5% | -3.5% |
| 3M | +11.5% | +8.7% | +2.8% | +2.3% |
| 6M | +19.2% | +28.5% | -9.3% | -7.3% |
| YTD | +23.7% | +25.1% | -1.4% | -1.7% |
| 1Y | +38.8% | +46.3% | -7.4% | -6.6% |
| All | +38.8% | +46.1% | -7.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling