+305.9%
CG vs RY
+354.4%
-48.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.6% | +4.4% | +4.4% |
| 7D | +2.0% | -0.6% | +2.5% | +2.8% |
| 30D | +8.5% | +6.1% | +2.4% | +2.4% |
| 3M | -12.1% | -3.4% | -8.8% | -9.1% |
| 6M | -16.4% | +12.8% | -29.2% | -26.2% |
| YTD | -28.0% | +21.0% | -49.0% | -40.8% |
| 1Y | -18.9% | +40.5% | -59.4% | -42.8% |
| 3Y | +51.2% | +159.9% | -108.6% | -42.8% |
| 5Y | -15.9% | +125.0% | -140.8% | -62.6% |
| 10Y | +305.9% | +350.6% | -44.6% | +11.4% |
| All | +305.9% | +354.4% | -48.4% | +11.4% |
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 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