+9.2%
CNH vs RY
+155.6%
-146.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.0% | +3.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.1% |
| 30D | -7.2% | +5.9% | -13.1% | -11.4% |
| 3M | +6.5% | -4.3% | +10.8% | +9.7% |
| 6M | +7.9% | +12.1% | -4.2% | -2.1% |
| YTD | +26.6% | +20.3% | +6.3% | +8.3% |
| 1Y | +13.8% | +41.0% | -27.2% | -14.2% |
| 3Y | +9.2% | +157.5% | -148.3% | -55.5% |
| All | +9.2% | +155.6% | -146.4% | -55.5% |
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