+62.0%
CFG vs RY
+122.0%
-60.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.4% |
| 7D | -0.9% | -0.9% | 0.0% | 0.0% |
| 30D | +1.1% | +5.9% | -4.8% | -4.8% |
| 3M | -12.0% | -4.3% | -7.7% | -8.0% |
| 6M | -2.2% | +12.1% | -14.3% | -13.7% |
| YTD | +11.4% | +20.3% | -8.9% | -8.8% |
| 1Y | +27.8% | +41.0% | -13.2% | -11.8% |
| 3Y | +173.3% | +157.5% | +15.8% | -6.5% |
| All | +62.0% | +122.0% | -60.0% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling