+128.6%
CHD vs RY
+372.5%
-243.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -7.6% | -1.9% | -5.7% | -7.2% |
| 3M | -1.6% | +5.1% | -6.7% | -2.7% |
| 6M | -6.3% | +28.2% | -34.5% | -11.2% |
| YTD | +14.6% | +22.9% | -8.3% | +9.5% |
| 1Y | +1.6% | +45.5% | -43.9% | -6.4% |
| 3Y | +3.1% | +156.7% | -153.5% | -16.6% |
| 5Y | +21.1% | +137.7% | -116.6% | -1.1% |
| 10Y | +128.6% | +375.5% | -246.9% | +50.9% |
| All | +128.6% | +372.5% | -243.9% | +50.9% |
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