-17.6%
CNH vs RY
+123.4%
-141.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +3.0% | +0.6% | +2.5% | +2.7% |
| 30D | -0.6% | +5.0% | -5.6% | -5.2% |
| 3M | +14.6% | -5.3% | +19.9% | +20.4% |
| 6M | +11.8% | +13.8% | -2.1% | -2.0% |
| YTD | +30.4% | +21.0% | +9.5% | +7.6% |
| 1Y | +19.1% | +40.5% | -21.4% | -15.4% |
| 3Y | +30.2% | +159.7% | -129.5% | -52.8% |
| All | -17.6% | +123.4% | -141.0% | -65.7% |
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