+362.4%
CFG vs RY
+342.9%
+19.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.7% |
| 7D | +1.5% | +3.1% | -1.6% | -1.8% |
| 30D | -3.8% | -0.3% | -3.5% | -3.5% |
| 3M | +11.5% | +8.7% | +2.8% | +1.5% |
| 6M | +19.2% | +28.5% | -9.3% | -9.7% |
| YTD | +23.7% | +25.1% | -1.4% | -3.6% |
| 1Y | +38.8% | +46.3% | -7.4% | -9.0% |
| 3Y | +178.9% | +154.9% | +24.0% | -2.7% |
| 5Y | +101.8% | +140.3% | -38.5% | -24.0% |
| 10Y | +317.3% | +377.0% | -59.8% | -10.6% |
| All | +362.4% | +342.9% | +19.4% | -2.4% |
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