+280.5%
CG vs RY
+496.5%
-216.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 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