+106.3%
CNH vs RY
+354.4%
-248.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.4% | +5.4% |
| 7D | +4.5% | -0.6% | +5.1% | +5.1% |
| 30D | +7.6% | +6.1% | +1.5% | +1.0% |
| 3M | +17.0% | -3.4% | +20.4% | +20.6% |
| 6M | +12.9% | +12.8% | +0.2% | -1.1% |
| YTD | +34.3% | +21.0% | +13.2% | +9.1% |
| 1Y | +28.5% | +40.5% | -11.9% | -10.7% |
| 3Y | +31.9% | +159.9% | -128.0% | -53.6% |
| 5Y | -9.6% | +125.0% | -134.6% | -62.5% |
| 10Y | +106.3% | +350.6% | -244.3% | -48.1% |
| All | +106.3% | +354.4% | -248.1% | -48.1% |
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 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