+188.3%
CHD vs RY
+351.8%
-163.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +11.6% | +4.7% | +6.8% | +10.5% |
| 3M | +10.7% | -4.5% | +15.2% | +11.7% |
| 6M | +20.2% | +12.5% | +7.7% | +17.1% |
| YTD | +34.5% | +21.1% | +13.4% | +29.0% |
| 1Y | +32.6% | +38.6% | -6.1% | +23.5% |
| 3Y | +29.1% | +160.2% | -131.1% | +4.3% |
| 5Y | +31.5% | +124.7% | -93.2% | +9.1% |
| All | +188.3% | +351.8% | -163.5% | +103.8% |
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