+54.5%
CI vs RY
+124.6%
-70.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.3% |
| 7D | +1.0% | -1.1% | +2.1% | +1.4% |
| 30D | +9.9% | +4.4% | +5.5% | +8.2% |
| 3M | +12.1% | -2.9% | +15.0% | +13.2% |
| 6M | +10.6% | +15.6% | -5.0% | +4.6% |
| YTD | +11.4% | +21.8% | -10.4% | +3.0% |
| 1Y | +18.8% | +42.6% | -23.8% | +3.3% |
| 3Y | +2.9% | +160.9% | -158.0% | -30.4% |
| 5Y | +54.5% | +126.1% | -71.6% | +13.9% |
| All | +54.5% | +124.6% | -70.1% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling