+219.7%
CFG vs RY
+354.4%
-134.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +1.7% |
| 7D | +0.7% | -0.6% | +1.3% | +1.4% |
| 30D | +2.8% | +6.1% | -3.4% | -4.4% |
| 3M | -10.1% | -3.4% | -6.7% | -6.5% |
| 6M | +3.2% | +12.8% | -9.6% | -11.3% |
| YTD | +14.2% | +21.0% | -6.8% | -10.0% |
| 1Y | +27.4% | +40.5% | -13.0% | -16.6% |
| 3Y | +187.6% | +159.9% | +27.7% | -14.9% |
| 5Y | +65.7% | +125.0% | -59.3% | -40.6% |
| 10Y | +219.7% | +350.6% | -130.9% | -33.7% |
| All | +219.7% | +354.4% | -134.7% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling