+7,977.4%
CHD vs RY
+11,573.6%
-3,596.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.7% | +3.1% | -5.8% | -3.3% |
| 30D | -4.6% | -0.3% | -4.3% | -4.6% |
| 3M | +5.0% | +8.7% | -3.6% | +3.0% |
| 6M | -3.2% | +28.5% | -31.8% | -8.5% |
| YTD | +18.6% | +25.1% | -6.5% | +12.8% |
| 1Y | +4.8% | +46.3% | -41.5% | -3.7% |
| 3Y | +6.1% | +154.9% | -148.8% | -14.2% |
| 5Y | +24.0% | +140.3% | -116.3% | +0.9% |
| 10Y | +124.5% | +377.0% | -252.6% | +54.0% |
| All | +7,977.4% | +11,573.6% | -3,596.2% | +2,814.0% |
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