+283.0%
CG vs RY
+504.3%
-221.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.9% | -3.7% | -3.9% |
| 7D | -1.5% | -1.1% | -0.4% | -0.3% |
| 30D | +2.8% | +4.4% | -1.6% | -1.1% |
| 3M | -19.2% | -2.9% | -16.3% | -17.0% |
| 6M | -21.0% | +15.6% | -36.5% | -30.9% |
| YTD | -31.0% | +21.8% | -52.8% | -42.5% |
| 1Y | -21.1% | +42.6% | -63.7% | -43.0% |
| 3Y | +48.8% | +160.9% | -112.1% | -37.6% |
| 5Y | -21.5% | +126.1% | -147.6% | -62.0% |
| 10Y | +298.1% | +371.7% | -73.6% | +10.5% |
| All | +283.0% | +504.3% | -221.3% | -11.0% |
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