+10.3%
CNH vs RY
+154.9%
-144.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.6% |
| 7D | +23.3% | +3.1% | +20.2% | +20.4% |
| 30D | +33.5% | -0.3% | +33.8% | +33.6% |
| 3M | +32.7% | +8.7% | +24.1% | +23.9% |
| 6M | +22.2% | +28.5% | -6.4% | -0.1% |
| YTD | +57.7% | +25.1% | +32.6% | +31.1% |
| 1Y | +28.0% | +46.3% | -18.3% | -6.2% |
| All | +10.3% | +154.9% | -144.5% | -51.8% |
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