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  • CG vs RY✓SelectedUSD · RYCG vs RY performance historyLatest closeAs of-0.65%11/06
Stock and ETF performance explorer

CG vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+280.5%
RY return
+496.5%
Excess return
-216.1%
Maximum drawdown
-62.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-0.7%-1.3%+0.6%+0.5%
7D-1.2%-0.9%-0.3%-0.2%
30D+5.0%+5.9%-0.8%-0.2%
3M-18.2%-4.3%-13.9%-14.9%
6M-20.7%+12.1%-32.8%-28.7%
YTD-31.4%+20.3%-51.7%-42.2%
1Y-22.3%+41.0%-63.3%-43.3%
3Y+50.2%+157.5%-107.4%-36.3%
5Y-22.1%+123.2%-145.2%-61.8%
10Y+295.5%+365.7%-70.2%+11.1%
All+280.5%+496.5%-216.1%-10.6%

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 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