+113.9%
CNH vs RY
+355.6%
-241.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.3% |
| 7D | +6.7% | -3.0% | +9.6% | +10.0% |
| 30D | +7.2% | +6.3% | +1.0% | +0.5% |
| 3M | +17.5% | -2.6% | +20.1% | +20.1% |
| 6M | +15.0% | +13.9% | +1.0% | -0.4% |
| YTD | +36.8% | +21.7% | +15.1% | +10.6% |
| 1Y | +27.6% | +40.4% | -12.8% | -11.3% |
| 3Y | +34.3% | +161.3% | -127.0% | -53.0% |
| 5Y | -12.2% | +126.5% | -138.7% | -63.8% |
| 10Y | +113.9% | +354.3% | -240.5% | -46.1% |
| All | +113.9% | +355.6% | -241.8% | -46.1% |
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