+2.8%
CNC vs RY
+140.3%
-137.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -1.0% | +2.7% | -3.7% | -1.9% |
| 30D | -1.8% | -1.0% | -0.8% | -1.5% |
| 3M | -0.7% | +7.6% | -8.3% | -3.3% |
| 6M | +47.9% | +29.5% | +18.5% | +34.6% |
| YTD | +56.9% | +24.2% | +32.8% | +44.8% |
| 1Y | +123.9% | +46.4% | +77.5% | +94.0% |
| 3Y | -1.3% | +159.4% | -160.7% | -33.0% |
| 5Y | +2.8% | +141.8% | -139.1% | -26.1% |
| All | +2.8% | +140.3% | -137.5% | -26.1% |
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