-4.1%
CNC vs RY
+163.3%
-167.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | +3.0% | -0.2% | +3.2% | +3.2% |
| 30D | +4.9% | +7.1% | -2.2% | +3.0% |
| 3M | +4.2% | -2.7% | +6.9% | +5.0% |
| 6M | +22.5% | +13.8% | +8.7% | +18.8% |
| YTD | +66.6% | +22.1% | +44.5% | +58.4% |
| 1Y | +82.5% | +43.1% | +39.4% | +66.1% |
| 3Y | -4.1% | +163.6% | -167.7% | -30.0% |
| All | -4.1% | +163.3% | -167.4% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling