+320.3%
CFG vs RY
+331.3%
-11.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.3% | 0.0% |
| 7D | -2.2% | -1.1% | -1.1% | -1.0% |
| 30D | +0.4% | +4.4% | -4.0% | -4.4% |
| 3M | -12.6% | -2.9% | -9.6% | -9.8% |
| 6M | +0.6% | +15.6% | -15.0% | -14.4% |
| YTD | +12.4% | +21.8% | -9.4% | -9.8% |
| 1Y | +27.7% | +42.6% | -14.9% | -14.0% |
| 3Y | +172.4% | +160.9% | +11.5% | -7.9% |
| 5Y | +64.0% | +126.1% | -62.1% | -34.1% |
| 10Y | +252.8% | +371.7% | -118.9% | -22.9% |
| All | +320.3% | +331.3% | -11.0% | -8.7% |
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